Minimax estimation of continuous time deterministic signals in colored noise (Q1098215)

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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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