Minimax-robust filtering of functionals from periodically correlated random fields (Q2813508)
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scientific article; zbMATH DE number 6597880
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| English | Minimax-robust filtering of functionals from periodically correlated random fields |
scientific article; zbMATH DE number 6597880 |
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Minimax-robust filtering of functionals from periodically correlated random fields (English)
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24 June 2016
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periodically correlated random field
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robust estimate
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mean square error
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least favourable spectral density
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minimax spectral characteristic
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0.914999783039093
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