On the robustness of the Bayes and Wiener estimators under model uncertainty (Q1679087)

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scientific article; zbMATH DE number 6803930
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    On the robustness of the Bayes and Wiener estimators under model uncertainty
    scientific article; zbMATH DE number 6803930

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      On the robustness of the Bayes and Wiener estimators under model uncertainty (English)
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      8 November 2017
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      robust filtering
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      minimax problem
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      Tau divergence family
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      risk-sensitive estimation problem
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      minimum entropy problem
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