Wavelets and Estimation of Discontinuous Functions

被引：0
|
作者：
L. L. Boiko
机构：
[1] RAS,Institute for Information Transmission Problems
来源：
Problems of Information Transmission | 2004年 / 40卷 / 3期
关键词：
Estimation Method; System Theory; Gaussian Noise; White Gaussian Noise; Discontinuity Point;
D O I：
10.1023/B:PRIT.0000044258.38384.99
中图分类号：
学科分类号：
摘要：
The paper considers the problem of estimating a signal with finitely many points of discontinuity from observations against white Gaussian noise. It is shown that, with an appropriate choice of a generator polynomial, an estimation method based on wavelets yields asymptotically minimax (up to a constant) estimates for functions sufficiently smooth outside the discontinuity points.
引用
收藏
页码：226 / 236
页数：10
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