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
Hauptverfasser:	Belitser, E. N., Enikeeva, F. N.
Format:	Artikel
Sprache:	eng
Schlagworte:	Communications Engineering Control Electrical Engineering Engineering Information Storage and Retrieval Methods of Signal Processing Networks Systems Theory
Online-Zugang:	Volltext
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