Accession Number : ADA190328

Title :   Detection of the Number, Locations and Magnitudes of Jumps.

Descriptive Note : Technical rept.,

Corporate Author : PITTSBURGH UNIV PA CENTER FOR MULTIVARIATE ANALYSIS

Personal Author(s) : Yin, Y Q

PDF Url : ADA190328

Report Date : Aug 1987

Pagination or Media Count : 15

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.

Descriptors :   *DISCONTINUITIES, *ESTIMATES, ALGORITHMS, CONVERGENCE, DETECTION, NOISE, STOCHASTIC PROCESSES, VELOCITY, MULTIVARIATE ANALYSIS

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE