On-line estimation of smooth signals with partial observation

On-line estimation of smooth signals with partial observation The paper concerns the estimation of a smooth signal S(t) and its derivatives in the presence of a noise depending on a small parameter ε based on a partial observation. A nonlinear Kalman-type filter is proposed to perform on-line estimation. For the signal S in a given class of smooth functions, the convergence rate for the estimation risks, as ε → 0, is obtained. It is proved that such rates are optimal in a minimax sense. In contrast to the complete observation case, the rates are reduced, due to incomplete information. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Problems of Information Transmission Springer Journals

On-line estimation of smooth signals with partial observation

Loading next page...
 
/lp/springer_journal/on-line-estimation-of-smooth-signals-with-partial-observation-tZfRlGNlBC
Publisher
Nauka/Interperiodica
Copyright
Copyright © 2006 by Pleiades Publishing, Inc.
Subject
Engineering; Communications Engineering, Networks; Electrical Engineering; Information Storage and Retrieval; Systems Theory, Control
ISSN
0032-9460
eISSN
1608-3253
D.O.I.
10.1134/S0032946006040053
Publisher site
See Article on Publisher Site

References

You’re reading a free preview. Subscribe to read the entire article.


DeepDyve is your
personal research library

It’s your single place to instantly
discover and read the research
that matters to you.

Enjoy affordable access to
over 12 million articles from more than
10,000 peer-reviewed journals.

All for just $49/month

Explore the DeepDyve Library

Unlimited reading

Read as many articles as you need. Full articles with original layout, charts and figures. Read online, from anywhere.

Stay up to date

Keep up with your field with Personalized Recommendations and Follow Journals to get automatic updates.

Organize your research

It’s easy to organize your research with our built-in tools.

Your journals are on DeepDyve

Read from thousands of the leading scholarly journals from SpringerNature, Elsevier, Wiley-Blackwell, Oxford University Press and more.

All the latest content is available, no embargo periods.

See the journals in your area

Monthly Plan

  • Read unlimited articles
  • Personalized recommendations
  • No expiration
  • Print 20 pages per month
  • 20% off on PDF purchases
  • Organize your research
  • Get updates on your journals and topic searches

$49/month

Start Free Trial

14-day Free Trial

Best Deal — 39% off

Annual Plan

  • All the features of the Professional Plan, but for 39% off!
  • Billed annually
  • No expiration
  • For the normal price of 10 articles elsewhere, you get one full year of unlimited access to articles.

$588

$360/year

billed annually
Start Free Trial

14-day Free Trial