Nonparametric estimation of signal amplitude in white Gaussian noise

被引：0

作者：

Khasminskii, R. Z. ^{[1
,2
]}

机构：

[1] RAS, Inst Informat Transmiss Problems, Moscow 117901, Russia

[2] Wayne State Univ, Detroit, MI USA

来源：

PROBLEMS OF INFORMATION TRANSMISSION | 2008年 / 44卷 / 04期

关键词：

Loss Function; Signal Amplitude; White Gaussian Noise; Information Transmission; Additive White Gaussian Noise;

D O I：

10.1134/S0032946008040042

中图分类号：

TP301 [理论、方法];

学科分类号：

081202 ;

摘要：

We assume that a transmitted signal is of the form S(t)f(t), where f(t) is a known function vanishing at some points of the observation interval and S(t) is a function of a known smoothness class. The signal is transmitted over a communication channel with additive white Gaussian noise of small intensity E >. For this model, we construct an estimator for S(t) which is optimal with respect to the rate of convergence of the risk to zero as E > -> 0.

引用

页码：315 / 320

页数：6