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Teoriya Veroyatnostei i ee Primeneniya, 1964, Volume 9, Issue 1, Pages 79–95
(Mi tvp343)
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This article is cited in 2 scientific papers (total in 2 papers)
Optimum Estimation of the Moment of Emergence of a Signal in the Presence of Multiplicative High-frequency Gaussian Noise
V. A. Volkonskii Moscow
Abstract:
A process $\xi_\lambda(t)$ of the form (2) is observed, where $S(t-\tau)$ is a signal of a well-known form, which depends on an unknown parameter $\tau$; $\nu(t)$ is Gaussian noise with a spectral density as in (1a). The problem is to detect a class of estimations of the parameter $\tau$, whose exactness does not vary when the process $\xi_\lambda(t)$ changes somewhat. A class of processes $\tilde{\xi}_\lambda(t)$ approximating the process $\xi_\lambda(t)$ is determined by means of relation (3). A class of estimations $\tilde\tau$, whose exactness is the same for all processes $\tilde\xi_\lambda$ approximating the process $\xi_\lambda$, is determined from (4). An optimum estimation for this class is found.
Received: 11.01.1962
Citation:
V. A. Volkonskii, “Optimum Estimation of the Moment of Emergence of a Signal in the Presence of Multiplicative High-frequency Gaussian Noise”, Teor. Veroyatnost. i Primenen., 9:1 (1964), 79–95; Theory Probab. Appl., 9:1 (1964), 72–88
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https://www.mathnet.ru/eng/tvp343 https://www.mathnet.ru/eng/tvp/v9/i1/p79
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Abstract page: | 224 | Full-text PDF : | 113 |
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