Uniform asymptotically efficient estimation of a constant signal in additive noise of unknown structure

MaRDI QIDQ1820748zbMATH OpenFDO

Authors M. B. Nevel'son

Publication date 1985

Published in Problems of Information Transmission (Search for Journal in Brave)

zbMATH Keywords

additive symmetric noiseasymptotically efficient estimationunknown constant signalunknown probability distribution density

Mathematics Subject Classification ID

Communication theory (94A05)

Review text

The article considers the problem of extracting an unknown constant signal that is observed in additive symmetric noise with unknown probability distribution density. Asymptotically efficient estimates (in both the weak and the strong sense) of this signal are constructed, that are uniform with respect to certain natural sets of densities. The basic condition that is imposed on these sets is that they be compact in the corresponding normed spaces.

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(3)

• A theoretical result for processing signals that have unknown distributions and priors in white Gaussian noise
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