Estimating random integrals from noisy observations: sampling designs and their performance

DOI10.1109/18.2609zbMath0666.62082OpenAlexW1981912815MaRDI QIDQ3817478

Stamatis Cambanis, James Antonio Bucklew

Publication date: 1988

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

Full work available at URL: http://digital.library.wisc.edu/1793/9784

zbMATH Keywords

mean square errorsampling designoptimal rates of convergenceWiener-Hopf equationquantization noiseadditive independent noisecontinuous correlation functionsnonlinear distortion with noiseweighted integral of a random process

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Inference from stochastic processes (62M99) Communication, information (94A99)

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