This article is cited 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.

UDC: 621.391.1:519.2

Received: 11.10.2007
Revised: 04.02.2008

 English version: Problems of Information Transmission, 2008, 44:4, 303–314

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