Optimal adaptive multidimensional-time signal energy estimation on the background noise

Details Optimal adaptive multidimensional-time signal energy estimation on the background noise Optimal adaptive multidimensional-time signal energy estimation on the background noise

2010-04-26

arxiv.org/abs/1004.4653v1

Physics

Data Analysis, Statistics and Probability

Scientific paper

We construct an adaptive asymptotically optimal in the classical norm of the
space L(2,\Omega) of square integrable random variables the Energy estimation
of a signal (function) observed in some points (plan of experiment) on the
background noise.

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