Robustness of estimators in a finitely additive white noise model (Q3771453)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Robustness of estimators in a finitely additive white noise model
scientific article

    Statements

    Robustness of estimators in a finitely additive white noise model (English)
    0 references
    0 references
    0 references
    1987
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    non-linear estimation
    0 references
    Lipschitz-continuous functions
    0 references
    non-linear filtering
    0 references
    discrete approximations
    0 references
    finitely additive probability
    0 references
    white noise model
    0 references
    robust estimation
    0 references
    Kalman-Bucy filter
    0 references
    known covariance matrices
    0 references
    0 references