Cone-bounded nonlinearities and mean-square bounds - smoothing and prediction
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Publication:1223064
DOI10.1016/0005-1098(75)90027-8zbMath0319.93060MaRDI QIDQ1223064
Publication date: 1975
Published in: Automatica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0005-1098(75)90027-8
62M20: Inference from stochastic processes and prediction
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
93E10: Estimation and detection in stochastic control theory
Cites Work
- Filtering and control performance bounds with implications on asymptotic separation
- On Transforming a Certain Class of Stochastic Processes by Absolutely Continuous Substitution of Measures
- Cone-bounded nonlinearities and mean-square bounds--Estimation lower bound
- Cone-bounded nonlinearities and mean-square bounds--Quadratic regulation bounds
- Cone-bounded nonlinearities and mean-square bounds--Estimation upper bound
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