An analysis of the effects of spectral uncertainty on Wiener filtering
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Publication:790784
DOI10.1016/0005-1098(83)90105-XzbMath0534.93062MaRDI QIDQ790784
H. Vincent Poor, Kenneth S. Vastola
Publication date: 1983
Published in: Automatica (Search for Journal in Brave)
Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Data smoothing in stochastic control theory (93E14)
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- An alternative approach to the linear causal least-square filtering theory
- Robust detection of known signals
- A Robust Version of the Probability Ratio Test
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