Title
Wavelets and Estimation of Discontinuous Functions
Abstract
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. Boiko100.34