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
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.
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页码:315 / 320
页数:6
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