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Problemy Peredachi Informatsii, 2008, Volume 44, Issue 4, Pages 20–32
(Mi ppi1286)
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This article is cited in 3 scientific papers (total in 3 papers)
Methods of Signal Processing
Stochastic Recovery Problem
B. S. Darhovsky Institute of Systems Analysis, Russian Academy of Sciences
Abstract:
We consider the problem of estimating a functional defined on some functional class from observations (with noise) of values of other functionals at the same functional class. In general, all functionals are nonlinear. We propose a formal mathematical statement of the problem. For the proposed statement, we give a nonasymptotically optimal estimation method under rather weak constraints on the estimated functional and noise. Some examples are considered.
Received: 11.10.2007 Revised: 04.02.2008
Citation:
B. S. Darhovsky, “Stochastic Recovery Problem”, Probl. Peredachi Inf., 44:4 (2008), 20–32; Problems Inform. Transmission, 44:4 (2008), 303–314
Linking options:
https://www.mathnet.ru/eng/ppi1286 https://www.mathnet.ru/eng/ppi/v44/i4/p20
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