Estimation of Signals in Multiple Noise. A Unified Approach.
Abstract
A unified approach for the estimation of signals in multiple noise is given. In the general form of the method the authors allow for several signals to be estimated simultaneously. It is possible to use prior knowledge of the signal. Existing methods fall out as special cases as the authors simplify their model. The large sample statistical properties are studied and it is proved that use of prior knowledge is essential for consistent estimates.
Document Details
- Document Type
- Technical Report
- Publication Date
- Jan 10, 1974
- Accession Number
- AD0782482
Entities
People
- Anders Christoffersson
- Bo Jansson
Organizations
- Royal Norwegian Council for Scientific and Industrial Research