scientific article; zbMATH DE number 65630

MaRDI QIDQ4010238zbMATH OpenFDO

Authors H. Vincent Poor

Publication date 27 September 1992

zbMATH Keywords

high-speed Levinson problemrobust hypothesis testingrobust predictionrobust Wiener-Kolmogorov predictionsignal predictionstationary random signals

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Recommendations

• Factorization algorithms and non‐stationary wiener filtering
• Prediction theory for autoregressivemoving average processes
• scientific article; zbMATH DE number 4157734
• scientific article; zbMATH DE number 3978960
• Prediction via estimating functions

Cited in

(13)

• Nonlinear prediction by kriging, with application to noise cancellation.
• Widely linear prediction for transfer function models based on the infinite past
• scientific article; zbMATH DE number 3886931 (Why is no real title available?)
• Prediction of echo from noise signals by means of nonlinear transform of signal spectra
• A prediction theory of random level distribution based on a generalized difference type of Fokker-Planck equation and its application to environmental noise and vibration, II: Experimental study
• Robust system-parameter identification: The influence functional approach
• scientific article; zbMATH DE number 562272 (Why is no real title available?)
• On the efficient prediction of fractal signals
• Blind Construction of Optimal Nonlinear Recursive Predictors for Discrete Sequences
• scientific article; zbMATH DE number 1846696 (Why is no real title available?)
• Nonlinear prediction of a class of random processes
• A discussion on the Wiener-Kolmogorov prediction principle with easy-to-compute and robust variants
• Prediction from off-grid samples using continuous normalized convolution

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4010238)