Optimization of measurements for state estimation in parabolic distributed systems
Ewaryst Rafajłowicz (1984)
Kybernetika
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Ewaryst Rafajłowicz (1984)
Kybernetika
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Annales Polonici Mathematici
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Annales Polonici Mathematici
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We consider the problem of nonparametric estimation of signal singularities from indirect and noisy observations. Here by singularity, we mean a discontinuity (change-point) of the signal or of its derivative. The model of indirect observations we consider is that of a linear transform of the signal, observed in white noise. The estimation problem is analyzed in a minimax framework. We provide lower bounds for minimax risks and propose rate-optimal estimation procedures.
Gisbert Stoyan (1978)
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S. Drobot (1953)
Studia Mathematica
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