Minimax-robust filtering problem for stochastic sequences with stationary increments (Q2944758)
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scientific article; zbMATH DE number 6479236
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| English | Minimax-robust filtering problem for stochastic sequences with stationary increments |
scientific article; zbMATH DE number 6479236 |
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Minimax-robust filtering problem for stochastic sequences with stationary increments (English)
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8 September 2015
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stochastic sequences
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filtering problem
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stationary increments
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robust estimate
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mean-square error
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least favorable spectral density
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minimax spectral characteristic
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0.9335194230079652
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0.9204919338226318
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0.9157686233520508
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0.9051355123519896
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