Universal Filtering Via Prediction

DOI10.1109/TIT.2007.892782MaRDI QIDQ3548173zbMATH OpenOpenAlexFDO

Authors Tsachy Weissman, Erik Ordentlich, Marcelo J. Weinberger, Anelia Somekh-Baruch, Neri Merhav

Publication date 21 December 2008

Published in IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/tit.2007.892782

zbMATH Keywords

Compound sequential decision problemdiscrete denoisingexpert advicefilteringindividual sequencespredictionsemistochastic setting

Mathematics Subject Classification ID

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

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(7)

• Delay-dependent robust \(H _{\infty }\) filter design for uncertain linear systems with time-varying delay
• Filtering information in a connected network
• Universal linear prediction by model order weighting
• Universal Filtering Via Hidden Markov Modeling
• How to Filter an “Individual Sequence With Feedback”
• Universal prediction of individual binary sequences in the presence of noise
• A universal predictor based on pattern matching

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