Minimax filtration of linear transformations of stationary sequences

DOI10.1007/BF01066907zbMATH Open0727.62091OpenAlexW2076401806MaRDI QIDQ803702FDOQ803702

M. P. Moklyachuk

Publication date: 1991

Published in: Ukrainian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01066907

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zbMATH Keywords

robustspectral densityfilteringoptimal estimatorLeast favourable spectral densitieslinear least squares estimationlinear transformations of stationary sequencesminimax filtration

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Prediction theory (aspects of stochastic processes) (60G25) Signal detection and filtering (aspects of stochastic processes) (60G35) Inference from stochastic processes and spectral analysis (62M15) Estimation and detection in stochastic control theory (93E10)

Cites Work

• Minimax-robust prediction of discrete time series
• Robust techniques for signal processing: A survey
• Title not available (Why is that?)
• Sufficient conditions for extremum, penalty functions and regularity
• Title not available (Why is that?)

Cited In (8)

• Minimax-robust filtering problem for stochastic sequences with stationary increments
• Title not available (Why is that?)
• A filtration of transformations of random sequences
• Filtering of measurement errors in the estimation of a linear transformation of a useful signal
• Title not available (Why is that?)
• Optimal linear contractive sequence transformations
• Minimax filtration of functions in \(L_ 2\)
• On the problem of filtration of vector stationary sequences

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