Estimation of a linearly filtered signal

MaRDI QIDQ5899892zbMATH OpenFDO

Authors R. D. Dodunekova

Publication date 1990

Published in Problems of Information Transmission (Search for Journal in Brave)

zbMATH Keywords

Gaussian white noise

Mathematics Subject Classification ID

Density estimation (62G07) Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Estimation and detection in stochastic control theory (93E10)

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Cited in

(5)

• Simple consistent estimation of the coefficients of a linear filter
• Estimation of a linearly filtered signal
• Asymptotic accuracy in estimation of a fractional signal in a small white noise
• On the filtering of noise-contaminated signals observed via hard limiters
• Optimal filtering of square-integrable signals in Gaussian noise

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