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Avtomatika i Telemekhanika, 1985, Issue 8, Pages 36–40 (Mi at7490)  
Stochastic Systems

Principle of guaranteed result in a problem of stationary linear smoothing with uncertainty of spectral densities

Yu. B. Korobochkin

Moscow
Full-text PDF (552 kB)
Abstract: The problem of linear smoothing is discussed for a stationary random process. An observed process is an additive blend of the uncorrelating useful component and noise whose spectral density moments are constrained.

Received: 25.06.1984
Bibliographic databases:
Document Type: Article
UDC: 519.272
Language: Russian
Citation: Yu. B. Korobochkin, “Principle of guaranteed result in a problem of stationary linear smoothing with uncertainty of spectral densities”, Avtomat. i Telemekh., 1985, no. 8, 36–40; Autom. Remote Control, 46 (1985), 951–956
Citation in format AMSBIB
\Bibitem{Kor85}
\by Yu.~B.~Korobochkin
\paper Principle of guaranteed result in a~problem of stationary linear smoothing with uncertainty of spectral densities
\jour Avtomat. i Telemekh.
\yr 1985
\issue 8
\pages 36--40
\mathnet{http://mi.mathnet.ru/at7490}
\zmath{https://zbmath.org/?q=an:0592.93066}
\transl
\jour Autom. Remote Control
\yr 1985
\vol 46
\pages 951--956
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