James-Stein state filtering algorithms
From MaRDI portal
Publication:2724266
DOI10.1109/78.709532zbMath0978.94020MaRDI QIDQ2724266
Jonathan H. Manton, H. Vincent Poor, Vikram Krishnamurthy
Publication date: 7 February 2002
Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1109/78.709532
James-Stein estimator; Kalman filter; robust filtering; adaptive signal processing; Yule-Walker equations; James-Stein recursive least squares; James-Stein state filter
62H12: Estimation in multivariate analysis
93E11: Filtering in stochastic control theory
94A12: Signal theory (characterization, reconstruction, filtering, etc.)
Related Items