Quasi-Linear Filtering of Stationary Gaussian Sequences

DOI10.1137/1136093MaRDI QIDQ3135013zbMATH OpenOpenAlexFDO

Authors Yu. Golubev

Publication date 22 September 1993

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/1136093

zbMATH Keywords

asymptotic minimax riskasymptotically minimax estimatorsmean square criterionpartial informationquasi-linear filteration of Gaussian stationary sequencesspectral density

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Gaussian processes (60G15) Signal detection and filtering (aspects of stochastic processes) (60G35) Minimax procedures in statistical decision theory (62C20) Inference from stochastic processes and prediction (62M20)

Recommendations

• scientific article; zbMATH DE number 28610
• Linear filtering of stationary discrete-time processes
• Linear filtering of stationary random processes with continuous time
• Linear filtering of a two-dimensional process with stationary components having quasirational joint spectral density
• scientific article; zbMATH DE number 591188
• Nonparametric methods of nonlinear filtering of stationary random sequences
• Filtering of stationary Gaussian statistical experiments
• Gaussian filters for nonlinear filtering problems
• Recursive linear filtering of random sequences using the least squares method with solution regularization

Cited in

(3)

• Quadrature filters for one-step randomly delayed measurements
• scientific article; zbMATH DE number 28610 (Why is no real title available?)
• Linear filtering of a two-dimensional process with stationary components having quasirational joint spectral density

This page was built for publication: Quasi-Linear Filtering of Stationary Gaussian Sequences

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3135013)