Optimal adaptive multidimensional-time signal energy estimation on the background noise
classification
⚛️ physics.data-an
keywords
adaptivebackgroundenergyestimationnoiseoptimalsignalasymptotically
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We construct an adaptive asymptotically optimal in the classical norm of the space L(2,\Omega) of square integrable random variables the Energy estimation of a signal (function) observed in some points (plan of experiment) on the background noise.
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