Optimal filtration of a Gaussian signal under almost Gaussian noise

MaRDI QIDQ3364595zbMATH OpenFDO

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

Publication date 1995

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)

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