Optimal adaptive multidimensional-time signal energy estimation on the background noise
Data Analysis, Statistics and Probability
2010-04-28 v1
Abstract
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.
Cite
@article{arxiv.1004.4653,
title = {Optimal adaptive multidimensional-time signal energy estimation on the background noise},
author = {Eugene Ostrovsky and Eugene Rogover and Leonid Sirota},
journal= {arXiv preprint arXiv:1004.4653},
year = {2010}
}