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February, 1973 A Note on Minimax Filtering
Leo Breiman
Ann. Probab. 1(1): 175-179 (February, 1973). DOI: 10.1214/aop/1176997033

Abstract

A minimax procedure is found for filtering the "signal" from the "noise" in a stationary time series when it is known only that the spectral distribution function of the "signal" lies in a convex set defined by linear inequalities.

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Leo Breiman. "A Note on Minimax Filtering." Ann. Probab. 1 (1) 175 - 179, February, 1973. https://doi.org/10.1214/aop/1176997033

Information

Published: February, 1973
First available in Project Euclid: 19 April 2007

zbMATH: 0265.60042
MathSciNet: MR346892
Digital Object Identifier: 10.1214/aop/1176997033

Keywords: minimax filtering , Stationary processes

Rights: Copyright © 1973 Institute of Mathematical Statistics

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Vol.1 • No. 1 • February, 1973
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