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Problemy Peredachi Informatsii, 1977, Volume 13, Issue 2, Pages 55–61
(Mi ppi1082)
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Methods of Signal Processing
On a Class of Estimates of the Location Parameters
R. Z. Khas'minskii, A. Yu. Sheverdyaev
Abstract:
A class of estimates of a signal in additive noise with zero mean that have the form $\overline{X}-\overline{\Phi(X_i-\overline{X})}$, is studied. An asymptotic formula is obtained for the mean-square error of such estimates, and it is shown that an asymptotically optimal (in the minimax sense) estimate can always be obtained in such a form by appropriate choice of the function $\Phi$ if the noise distribution density $p(x)$ is not exactly known, and only finitely many integrals of the form $\int\varphi_j(x)p(x)dx$ are known.
Received: 21.10.1975
Citation:
R. Z. Khas'minskii, A. Yu. Sheverdyaev, “On a Class of Estimates of the Location Parameters”, Probl. Peredachi Inf., 13:2 (1977), 55–61; Problems Inform. Transmission, 13:2 (1977), 121–126
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https://www.mathnet.ru/eng/ppi1082 https://www.mathnet.ru/eng/ppi/v13/i2/p55
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Abstract page: | 179 | Full-text PDF : | 72 |
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