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Problemy Peredachi Informatsii, 2004, Volume 40, Issue 3, Pages 49–61
(Mi ppi142)
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Methods of Signal Processing
Wavelets and Estimation of Discontinuous Functions
L. L. Boiko Institute for Information Transmission Problems, Russian Academy of Sciences
Abstract:
The paper considers the problem of estimating a signal with finitely many points of discontinuity from observations against white Gaussian noise. It is shown that, with an appropriate choice of a generator polynomial, an estimation method based on wavelets yields asymptotically minimax (up to a constant) estimates for functions sufficiently smooth outside the discontinuity points.
Received: 08.12.2003 Revised: 16.03.2004
Citation:
L. L. Boiko, “Wavelets and Estimation of Discontinuous Functions”, Probl. Peredachi Inf., 40:3 (2004), 49–61; Problems Inform. Transmission, 40:3 (2004), 226–236
Linking options:
https://www.mathnet.ru/eng/ppi142 https://www.mathnet.ru/eng/ppi/v40/i3/p49
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Statistics & downloads: |
Abstract page: | 251 | Full-text PDF : | 101 | References: | 41 |
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