Methods of Signal Processing

Asymptotically Efficient Recursive Estimation of a Nonparametric Signal

A. P. Korostelev


Abstract: We consider the problem of asymptotically efficient (in minimax sense) estimation of a signal at the output of a linear system using noisy observations with random error of an input signal from a nonparametric function set. The sought estimator is constructed from a recursive estimator of the input signal using Tukey pseudo-values.

UDC: 621.391.1:519.28

Received: 25.10.1985

 English version: Problems of Information Transmission, 1988, 24:1, 25–32

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