scientific article; zbMATH DE number 3909587
ARMA modelsfilteringfinite-length robust predictorsleast favorable case under uncertaintyMethods for constructing minimax filtersminimax criterionminimax-robustminimum mean-square errornonlinear estimationpartial knowledgepredictionstationary stochastic processestime domain approachtime series
Signal detection and filtering (aspects of stochastic processes) (60G35) Robustness and adaptive procedures (parametric inference) (62F35) Inference from stochastic processes and spectral analysis (62M15) Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11)
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- Publication:4865064
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- Interpolation of periodically correlated stochastic sequences
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- Interpolation of stationary sequences observed with a noise
- Minimax-robust prediction of discrete time series
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- Filtering of multidimensional stationary sequences with missing observations
- Minimax interpolation of continuous time stochastic processes with periodically correlated increments observed with noise
- Minimax nonlinear filtering for multistage processes with uncertain distributions of disturbances
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