Optimal functional expansion for estimation from counting observations

DOI10.1109/TIT.1987.1057254MaRDI QIDQ3810754zbMATH OpenOpenAlexFDO

Authors James Ting-Ho Lo, Sze-Kui Ng

Publication date 1987

Published in IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/tit.1987.1057254

zbMATH Keywords

additive white Gaussian noiseapproximate nonlinear estimatorsestimating signals from counting processesfinite functional seriesFourier- Charlier seriesHilbert subspacesiterated integral seriesminimum variance estimatoroptimal functional expansion methodWiener integralsWiener-Hopf type equation

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Inference from stochastic processes and prediction (62M20) Inference from stochastic processes (62M99) Estimation and detection in stochastic control theory (93E10)

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Cited in

(2)

• scientific article; zbMATH DE number 3852917 (Why is no real title available?)
• scientific article; zbMATH DE number 3852918 (Why is no real title available?)

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