论文标题
在小白噪声中估计分数信号的渐近精度
Asymptotic accuracy in estimation of a fractional signal in a small white noise
论文作者
论文摘要
本文重新讨论了在线性通道中观察到的，其强度较小的线性通道中观察到的分数ornstein -uhlenbeck过程的问题。我们为滤波和插值估计器的均方根误差驱动精确的渐近公式。渐近分析基于信号协方差算子的特征值和特征功能的近似值。
This paper revisits the problem of estimating the fractional Ornstein - Uhlenbeck process observed in a linear channel with white noise of small intensity. We drive the exact asymptotic formulas for the mean square errors of the filtering and interpolation estimators. The asymptotic analysis is based on approximations of the eigenvalues and eigenfunctions of the signal's covariance operator.
