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JOURNALS // Problemy Peredachi Informatsii // Archive
Probl. Peredachi Inf., 1986 Volume 22, Issue 3, Pages 62–76 (Mi ppi946)
This article is cited in 1 paper

Methods of Signal Processing

Self-Tuning Algorithm for Minimax Nonparametric Estimation of Spectral Density

S. Yu. Efroimovich, M. S. Pinsker


Abstract: We consider an adaptive algorithm for minimax nonparametric estimation of an unknown spectral density, which is assumed to be a point in an ellipsoid with unknown axes in the Hilbert space.

UDC: 621.391.1:519.28

Received: 29.04.1984


 English version: Problems of Information Transmission, 1986, 22:3, 209–221

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