|
Problemy Peredachi Informatsii, 2004, Volume 40, Issue 1, Pages 58–72
(Mi ppi124)
|
|
|
|
This article is cited in 7 scientific papers (total in 7 papers)
Methods of Signal Processing
Method of Risk Envelopes in Estimation of Linear Functionals
G. K. Golubevab a Institute for Information Transmission Problems, Russian Academy of Sciences
b Université de Provence
Abstract:
The problem of estimating a linear functional in a linear Gaussian model is considered. For the estimation, the class of projection estimators is used. The problem is to choose the optimal estimate from this class on the basis of observations. The solution of this problem is based on the principle of risk envelope minimization.
Received: 23.04.2003 Revised: 17.06.2003
Citation:
G. K. Golubev, “Method of Risk Envelopes in Estimation of Linear Functionals”, Probl. Peredachi Inf., 40:1 (2004), 58–72; Problems Inform. Transmission, 40:1 (2004), 53–65
Linking options:
https://www.mathnet.ru/eng/ppi124 https://www.mathnet.ru/eng/ppi/v40/i1/p58
|
Statistics & downloads: |
Abstract page: | 406 | Full-text PDF : | 120 | References: | 55 |
|