Optimal functional expansion for estimation from counting observations

DOI10.1109/TIT.1987.1057254zbMath0661.62100OpenAlexW2058166148MaRDI QIDQ3810754

Sze-Kui Ng, James Ting-Ho Lo

Publication date: 1987

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tit.1987.1057254

zbMATH Keywords

minimum variance estimatoradditive white Gaussian noiseWiener integralsWiener-Hopf type equationHilbert subspacesfinite functional seriesapproximate nonlinear estimatorsestimating signals from counting processesFourier- Charlier seriesiterated integral seriesoptimal functional expansion method

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Estimation and detection in stochastic control theory (93E10) Signal detection and filtering (aspects of stochastic processes) (60G35) Inference from stochastic processes (62M99)

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