The signal-noise problem — a solution for the case that signal and noise are Gaussian and independent
| Autor: | Michael F. Driscoll |
|---|---|
| Rok vydání: | 1975 |
| Předmět: |
Statistics and Probability
Mathematical optimization Stochastic resonance Gaussian General Mathematics White noise Noise (electronics) Gaussian random field symbols.namesake Additive white Gaussian noise Gaussian noise symbols Gaussian function Applied mathematics Statistics Probability and Uncertainty Mathematics |
| Zdroj: | Journal of Applied Probability. 12:183-187 |
| ISSN: | 1475-6072 0021-9002 |
| Popis: | A solution is obtained for the signal-noise problem X = M + Z in which M and Z are independent Gaussian processes. Conditions on the processes are given which insure that the best estimate under generalized square — error loss is the conditional mean of M given X = x. A sequence of approximators of the best estimate is also given. |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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