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Power Estimation by Maximum Likelihood for a Nonstationary Multicomponent Acoustic Signal

โœ Scribed by V. B. Bychkov; A. F. Kurchanov; V. K. Maslov


Book ID
110317489
Publisher
Springer US
Year
2001
Tongue
English
Weight
27 KB
Volume
44
Category
Article
ISSN
0543-1972

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โœ G.N. Milstein; M. Nussbaum ๐Ÿ“‚ Article ๐Ÿ“… 2001 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 115 KB

We study extremal problems related to nonparametric maximum likelihood estimation (MLE) of a signal in white noise. The aim is to reduce these to standard problems of optimal control which can be solved by iterative procedures. This reduction requires a preliminary data smoothing; stability theorems