Detection of the Number, Locations and Magnitudes of Jumps.

Abstract

Consider a signal x(t) = f(t) + w(t), 0 < or = 1. Here the noise w(t) is an independent process, and f(t) is a function with only finitely many jumps, satisfies a Lipschitz' condition between any two consecutive jumps. This paper gives an algorithm to determine the number, locations and magnitudes of the jumps of f(t. The consistency and speeds of convergence are obtained. Keywords: Stochastic processes; Discontinuities; Estimates; Convergence.

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Document Details

Document Type
Technical Report
Publication Date
Aug 01, 1987
Accession Number
ADA190328

Entities

People

  • Y. Q. Yin

Organizations

  • University of Pittsburgh

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Air Force
  • Algorithms
  • Change Detection
  • Computations
  • Detection
  • Discontinuities
  • Estimators
  • Governments
  • Intervals
  • Kits
  • Multivariate Analysis
  • Noise
  • Scientific Research
  • Stochastic Processes
  • United States Government
  • Universities
  • White Noise

Fields of Study

  • Mathematics

Readers

  • Approximation Theory.
  • Mathematical Modeling and Probability Theory.