Minimax estimation of continuous time deterministic signals in colored noise (Q1098215)
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English | Minimax estimation of continuous time deterministic signals in colored noise |
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Minimax estimation of continuous time deterministic signals in colored noise (English)
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1987
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wide sense stationary random process
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non-parametric filtering
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deterministic signal filtering
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continuous time estimation of non-random data
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random noise
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linear noncausal estimator
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maximum normalized mean square error
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square-integrable functions
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suboptimal estimators
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asymptotic minimax estimation error
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