Estimation of a linearly filtered signal (Q5899997)
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scientific article; zbMATH DE number 4170802
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Estimation of a linearly filtered signal |
scientific article; zbMATH DE number 4170802 |
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Estimation of a linearly filtered signal (English)
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1990
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The problem is to estimate the signal s(t), \(0\leq t\leq 1\) on the basis of observations of another process Z including a small Gaussian noise. The optimality is defined by the minimax criterion and the linear estimators play an essential role. A useful comparison is carried out between the estimators when the use different kinds of observations.
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small Gaussian noise
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minimax criterion
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linear estimators
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0.8480178713798523
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0.7850649356842041
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0.7837682366371155
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