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

MaRDI QIDQ1814656zbMATHFDO

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
• scientific article; zbMATH DE number 6379380 (Why is no real title available?)
• Optimal filters which maximize the relation signal/noise in the stationary case

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