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Problemy Peredachi Informatsii, 2008, Volume 44, Issue 4, Pages 39–51 (Mi ppi1288)  
This article is cited in 1 scientific paper (total in 1 paper)

Methods of Signal Processing

Adaptive Filtering of a Random Signal in Gaussian White Noise

É. N. Belitsera, F. N. Enikeevab

a Mathematical Institute, Universiteit Utrecht
b A. A. Kharkevich Institute for Information Transmission Problems, Russian Academy of Sciences
Full-text PDF (699 kB) Citations (1)
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Abstract: We consider the problem of estimating an infinite-dimensional vector $\theta$ observed in Gaussian white noise. Under the condition that components of the vector have a Gaussian prior distribution that depends on an unknown parameter $\beta$, we construct an adaptive estimator with respect to $\beta$. The proposed method of estimation is based on the empirical Bayes approach.
Received: 30.03.2008
English version:
Problems of Information Transmission, 2008, Volume 44, Issue 4, Pages 321–332
DOI: https://doi.org/10.1134/S0032946008040054
Bibliographic databases:
Document Type: Article
UDC: 621.391.1:519.2
Language: Russian
Citation: É. N. Belitser, F. N. Enikeeva, “Adaptive Filtering of a Random Signal in Gaussian White Noise”, Probl. Peredachi Inf., 44:4 (2008), 39–51; Problems Inform. Transmission, 44:4 (2008), 321–332
Citation in format AMSBIB
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    • This publication is cited in the following 1 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Проблемы передачи информации Problems of Information Transmission
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    References:68
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