Title :
Some estimation problems in infinite dimensional Gaussian white noise
Author :
Ibragimov, I. ; Khasminskii, R.
Author_Institution :
Inst. of Math, St. Petersburg, Russia
Abstract :
Methods of the information theory and approximation theory are used to obtain the conditions for the existence of consistent estimators for the observations in a Gaussian white noise in a Hilbert space
Keywords :
Gaussian noise; Hilbert spaces; approximation theory; estimation theory; information theory; white noise; Hilbert space; approximation theory; consistent estimators; estimation problems; infinite dimensional Gaussian white noise; information theory; Approximation methods; Hilbert space; Information theory; Local area networks; Mathematics; Radio access networks; State estimation; Stochastic resonance; Terminology; White noise;
Conference_Titel :
Information Theory and Statistics, 1994. Proceedings., 1994 IEEE-IMS Workshop on
Conference_Location :
Alexandria, VA
Print_ISBN :
0-7803-2761-6
DOI :
10.1109/WITS.1994.513872
