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Adaptive asymptotically minimax estimators of smooth signals - MaRDI portal

Adaptive asymptotically minimax estimators of smooth signals (Q1098820)

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scientific article; zbMATH DE number 4037754
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English
Adaptive asymptotically minimax estimators of smooth signals
scientific article; zbMATH DE number 4037754

    Statements

    Adaptive asymptotically minimax estimators of smooth signals (English)
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    1987
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    We solve the problem of asymptotically minimax filtering of a smooth signal from white Gaussian noise with incomplete prior information about the class of signals being estimated.
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    signal processing
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    asymptotically minimax filtering
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    smooth signal
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    white Gaussian noise
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    incomplete prior information
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