Adaptive filtering of a random signal in Gaussian white noise
We consider the problem of estimating an infinite-dimensional vector θ observed in Gaussian white noise. Under the condition that components of the vector have a Gaussian prior distribution that depends on an unknown parameter β , we construct an adaptive estimator with respect to β . The proposed m...
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| Veröffentlicht in: | Problems of information transmission 2008-12, Vol.44 (4), p.321-332 |
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| container_end_page | 332 |
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| container_issue | 4 |
| container_start_page | 321 |
| container_title | Problems of information transmission |
| container_volume | 44 |
| creator | Belitser, E. N. Enikeeva, F. N. |
| description | We consider the problem of estimating an infinite-dimensional vector
θ
observed in Gaussian white noise. Under the condition that components of the vector have a Gaussian prior distribution that depends on an unknown parameter
β
, we construct an adaptive estimator with respect to
β
. The proposed method of estimation is based on the empirical Bayes approach. |
| doi_str_mv | 10.1134/S0032946008040054 |
| format | Article |
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θ
observed in Gaussian white noise. Under the condition that components of the vector have a Gaussian prior distribution that depends on an unknown parameter
β
, we construct an adaptive estimator with respect to
β
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θ
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β
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β
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θ
observed in Gaussian white noise. Under the condition that components of the vector have a Gaussian prior distribution that depends on an unknown parameter
β
, we construct an adaptive estimator with respect to
β
. The proposed method of estimation is based on the empirical Bayes approach.</abstract><cop>Dordrecht</cop><pub>SP MAIK Nauka/Interperiodica</pub><doi>10.1134/S0032946008040054</doi><tpages>12</tpages></addata></record> |
| fulltext | fulltext |
| identifier | ISSN: 0032-9460 |
| ispartof | Problems of information transmission, 2008-12, Vol.44 (4), p.321-332 |
| issn | 0032-9460 1608-3253 |
| language | eng |
| recordid | cdi_crossref_primary_10_1134_S0032946008040054 |
| source | SpringerLink Journals |
| subjects | Communications Engineering Control Electrical Engineering Engineering Information Storage and Retrieval Methods of Signal Processing Networks Systems Theory |
| title | Adaptive filtering of a random signal in Gaussian white noise |
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