On minimax filtration of vector processes

DOI10.1007/BF01061014MaRDI QIDQ1332071zbMATH OpenOpenAlexFDO

Authors M. P. Moklyachuk

Publication date 26 September 1994

Published in Ukrainian Mathematical Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf01061014

zbMATH Keywords

least favorable spectral densitiesoptimal linear estimationspectral characteristic of the optimal linear estimate

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35)

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Cites work

• scientific article; zbMATH DE number 3771377 (Why is no real title available?)
• scientific article; zbMATH DE number 3273561 (Why is no real title available?)
• Minimax-robust prediction of discrete time series
• Robust techniques for signal processing: A survey
• Sufficient conditions for extremum, penalty functions and regularity

Cited in

(15)

• On the problem of filtration of vector stationary sequences
• Estimation of a linearly filtered signal
• An anticipative stochastic minimum principle under enlarged filtrations
• scientific article; zbMATH DE number 4149265 (Why is no real title available?)
• A filtration of transformations of random sequences
• scientific article; zbMATH DE number 844005 (Why is no real title available?)
• scientific article; zbMATH DE number 3424904 (Why is no real title available?)
• scientific article; zbMATH DE number 37802 (Why is no real title available?)
• scientific article; zbMATH DE number 4172217 (Why is no real title available?)
• scientific article; zbMATH DE number 4113800 (Why is no real title available?)
• scientific article; zbMATH DE number 1515775 (Why is no real title available?)
• On general filtering problem of stationary processes with fixed transformation
• Linear minimax filtering of a stationary random process under the conditions of an a priori partial uncertainty relative to the spectral density
• Minimax filtration of functions in \(L_ 2\)
• scientific article; zbMATH DE number 3988555 (Why is no real title available?)

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