Optimal filtering of a Gaussian signal against a background of almost Gaussian noise

MaRDI QIDQ1814656zbMATH OpenFDO

Authors M. S. Pinsker, V. V. Prelov

Publication date 15 December 1996

Published in Problems of Information Transmission (Search for Journal in Brave)

zbMATH Keywords

entropy-regularmean square errormean square risknon-Gaussiannonlinear filter

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Review text

See the review in Zbl 0864.93090.

Cited in

(3)

• Optimal filters which maximize the relation signal/noise in the stationary case
• scientific article; zbMATH DE number 6379380 (Why is no real title available?)
• Robust and efficient recovery of a signal passed through a filter and then contaminated by non-Gaussian noise

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