Bounds on performance of nonstationary continuous-time filters under modelling uncertainty.

Rajni V. Patel Mitsuhiko Toda

Published in: Autom. (1984)

Keyphrases

non stationary
markov processes
adaptive algorithms
upper bound
random fields
lower bound
concept drift
autoregressive
stochastic processes
markov chain
blind source separation
fourier analysis
stock price
fractional brownian motion
multiscale
dynamic programming