DocumentCode
1024049
Title
Estimating random integrals from noisy observations: sampling designs and their performance
Author
Bucklew, James A. ; Cambinis, S.
Author_Institution
Dept. of Electr. & Comput. Eng., Wisconsin Univ., Madison, WI, USA
Volume
34
Issue
1
fYear
1988
fDate
1/1/1988 12:00:00 AM
Firstpage
111
Lastpage
127
Abstract
The problem of estimating a weighted average of a random process from noisy observations at a finite number of sampling points is considered. The performance of sampling designs with optimal or suboptimal, but easily computable, estimator coefficients is studied. Several examples and special cases are studied, including additive independent noise, nonlinear distortion with noise, and quantization noise
Keywords
information theory; random processes; signal processing; additive independent noise; information theory; noisy observations; nonlinear distortion with noise; quantization noise; random integrals estimation; sampling designs; signal processing; Additive noise; Estimation error; H infinity control; Information theory; Integral equations; Nonlinear distortion; Quantization; Random processes; Sampling methods; Signal sampling;
fLanguage
English
Journal_Title
Information Theory, IEEE Transactions on
Publisher
ieee
ISSN
0018-9448
Type
jour
DOI
10.1109/18.2609
Filename
2609
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