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

zbMATH Open0895.93038MaRDI QIDQ1814656FDOQ1814656

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

non-Gaussianmean square errornonlinear filtermean square riskentropy-regular

Mathematics Subject Classification ID

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

Cited In (3)

• Robust and efficient recovery of a signal passed through a filter and then contaminated by non-Gaussian noise
• Optimal filters which maximize the relation signal/noise in the stationary case
• Title not available (Why is that?)

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