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Teoriya Veroyatnostei i ee Primeneniya, 1971, Volume 16, Issue 2, Pages 249–263 (Mi tvp2145)  

This article is cited in 5 scientific papers (total in 5 papers)

Almost periodic signal estimations

A. S. Holevo

Moscow
Full-text PDF (759 kB) Citations (5)
Abstract: Let $\xi(t)=\theta(t)+\Delta(t)$ where $\Delta(t)$ is a stationary «noise» process, $\theta(t)$ is a «signal» of the form (4$'$) (the numbers $\lambda_k$ satisfy (5)).
In the paper, an estimation problem is considered for an arbitrary bounded linear functional $\varphi(\theta)$. Asymptotical expressions are obtained for the variances of the leastsquares estimators and best unbiased ones. The main result is:
Let the spectral density $f(\lambda)$ of the process $\Delta(t)$ satisfy (6), be uniformly bounded on $(-\infty,\infty)$ and continuous and positive at each point $\lambda_k$. Then the least-squares estimators are asymptotically effecient.
As an example, the least-squares estimators of a periodic signal are considered.
Received: 28.10.1969
English version:
Theory of Probability and its Applications, 1971, Volume 16, Issue 2, Pages 249–263
DOI: https://doi.org/10.1137/1116024
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: A. S. Holevo, “Almost periodic signal estimations”, Teor. Veroyatnost. i Primenen., 16:2 (1971), 249–263; Theory Probab. Appl., 16:2 (1971), 249–263
Citation in format AMSBIB
\Bibitem{Hol71}
\by A.~S.~Holevo
\paper Almost periodic signal estimations
\jour Teor. Veroyatnost. i Primenen.
\yr 1971
\vol 16
\issue 2
\pages 249--263
\mathnet{http://mi.mathnet.ru/tvp2145}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=292245}
\zmath{https://zbmath.org/?q=an:0254.60029}
\transl
\jour Theory Probab. Appl.
\yr 1971
\vol 16
\issue 2
\pages 249--263
\crossref{https://doi.org/10.1137/1116024}
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  • https://www.mathnet.ru/eng/tvp/v16/i2/p249
  • This publication is cited in the following 5 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Теория вероятностей и ее применения Theory of Probability and its Applications
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