Optimal adaptive multidimensional-time signal energy estimation on the background noise
E. Ostrovsky, E. Rogover, L. Sirota · arXiv (Cornell University) · 2010
We construct an adaptive asymptotically optimal in the classical norm of the space L(2,Ω) of square integrable random variables the Energy estimation of a signal (function) observed in some points (plan of experiment) on the background noise.