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Avtomatika i Telemekhanika, 1975, Issue 9, Pages 29–40 (Mi at8039)  
Stochastic Systems

An approach to the filtering problem

Ya. N. Dranev

Moscow
Full-text PDF (1702 kB)
Abstract: The paper is concerned with design of a filter, optimal in terms of a minimax criterion, in the case when only the class of functions to which the useful signal belongs in known in advance. Equations and conditions to be met by the weighting function of a filter which is near-optimal in the vectorial case and optimal in the scalar case are given. An example illustrating the value of a priori data is given.

Received: 03.12.1974
Bibliographic databases:
Document Type: Article
UDC: 621.374
Language: Russian
Citation: Ya. N. Dranev, “An approach to the filtering problem”, Avtomat. i Telemekh., 1975, no. 9, 29–40; Autom. Remote Control, 36:9 (1975), 1407–1417
Citation in format AMSBIB
\Bibitem{Dra75}
\by Ya.~N.~Dranev
\paper An approach to the filtering problem
\jour Avtomat. i Telemekh.
\yr 1975
\issue 9
\pages 29--40
\mathnet{http://mi.mathnet.ru/at8039}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=411781}
\zmath{https://zbmath.org/?q=an:0322.93039}
\transl
\jour Autom. Remote Control
\yr 1975
\vol 36
\issue 9
\pages 1407--1417
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