Abstract | ||
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The paper considers the problem of estimating a signal with finitely many points of discontinuity from observations against white Gaussian noise. It is shown that, with an appropriate choice of a generator polynomial, an estimation method based on wavelets yields asymptotically minimax (up to a constant) estimates for functions sufficiently smooth outside the discontinuity points. |
Year | DOI | Venue |
---|---|---|
2004 | 10.1023/B:PRIT.0000044258.38384.99 | Probl. Inf. Transm. |
Keywords | Field | DocType |
Estimation Method,System Theory,Gaussian Noise,White Gaussian Noise,Discontinuity Point | Applied mathematics,Discrete mathematics,Mathematical optimization,Minimax,Discontinuity (linguistics),Polynomial code,Gaussian noise,Additive white Gaussian noise,Mathematics,Wavelet | Journal |
Volume | Issue | ISSN |
40 | 3 | 1608-3253 |
Citations | PageRank | References |
0 | 0.34 | 0 |
Authors | ||
1 |
Name | Order | Citations | PageRank |
---|---|---|---|
L. L. Boiko | 1 | 0 | 0.34 |