Ask a Question

Prefer a chat interface with context about you and your work?

Minimax and bayes estimation in deconvolution problem

Minimax and bayes estimation in deconvolution problem

We consider a deconvolution problem of estimating a signal blurred with a random noise. The noise is assumed to be a stationary Gaussian process multiplied by a weight function function εh where h ∈ L2(R1) and ε is a small parameter. The underlying solution is assumed to be infinitely differentiable. …