Identification of a nonparametric signal under strongly dependent random noise

DOI10.1007/S10559-016-9811-8zbMATH Open1336.93162OpenAlexW2326195227MaRDI QIDQ289816FDOQ289816

Authors: G. D. Bila 

Publication date: 31 May 2016

Published in: Cybernetics and Systems Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10559-016-9811-8

Recommendations

• Asymptotic properties of estimates for unknown parameters of almost periodic functions under Gaussian noise
• Consistency of the estimator of the parameter of an almost periodic function in a model with weakly dependent Gaussian white noise
• Nonparametric estimation of functionals of the derivatives of a signal observed in white Gaussian noise
• Periodogram estimates in nonlinear regression models with long-range dependent noise
• Estimation of unknown parameters of an almost periodic function in the presence of noise. I

zbMATH Keywords

asymptotic normalitystochastic systemrandom process with strong dependencesignal identificationstrong consistency of an estimate

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Convergence of integrated processes of arbitrary Hermite rank
• Title not available (Why is that?)
• Empirical estimates in stochastic optimization and identification
• Some applied problems from random field theory
• Nonparametric estimate of almost periodic signals
• The estimation of frequency
• Efficient Frequency Estimation from a Particular Almost Periodic Function with Application to Laser Vibrometry
• Estimation of unknown parameters of an almost periodic function in the presence of noise. I
• Title not available (Why is that?)
• Title not available (Why is that?)
• Periodogram estimates in nonlinear regression models with long-range dependent noise
• Title not available (Why is that?)
• Title not available (Why is that?)
• Estimation of harmonic component in regression with cyclically dependent errors

Cited In (6)

• Title not available (Why is that?)
• Algorithms for generating equivalent normalized correlation matrices of noisy random signals
• Identifying a signal in a markovian symmetric cauchy random noise
• Foundations of the functional approach for signal analysis
• Nonparametric estimate of almost periodic signals
• Asymptotic properties of estimates for unknown parameters of almost periodic functions under Gaussian noise

Uses Software

• longmemo

This page was built for publication: Identification of a nonparametric signal under strongly dependent random noise

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q289816)