Optimal estimation from limited noisy data
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The paper is concerned with the problem of estimating the spectrum of a compactly supposed function from the knowledge of the spectrum at a finite number of frequencies. Especially the case when the data are noisy is analysed. The convergence property of the estimate is proved and the rate of convergence is given. Also, optimization requirements are introduced. The results are of theoretic and practical interest, especially in geophysics.
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Cites work
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(8)- Signal estimation from incomplete data
- Numerical recovery of the layered medium from the surface data
- Inversion of limited-angle tomographic data
- Maxentropic reconstruction of Fourier and Laplace transforms
- Numerical solution of some inverse scattering problems of geophysics
- Analytic continuation from limited noisy Matsubara data
- Bounds from noisy linear measurements
- Smoothed projection methods for the moment problem
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