scientific article; zbMATH DE number 30727

MaRDI QIDQ3987017zbMATH OpenFDO

Authors M. P. Moklyachuk

Publication date 28 June 1992

zbMATH Keywords

linear mean-square optimal estimationspectral densitiesstationary random sequence

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Signal detection and filtering (aspects of stochastic processes) (60G35) Inference from stochastic processes and spectral analysis (62M15) Inference from stochastic processes and prediction (62M20)

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• Optimal filtering of square-integrable signals in Gaussian noise
• A filtration of transformations of random sequences
• Linear minimax filtering of a stationary random process under the conditions of an a priori partial uncertainty relative to the spectral density
• Minimax-robust filtering problem for stochastic sequences with stationary increments
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• On the direct calculation of MMSE of linear realizable estimator by Toeplitz form method (Corresp.)
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