Optimal parameters for anomalous-diffusion-exponent estimation from noisy data
نویسندگان
چکیده
منابع مشابه
Optimal Estimation from Limited Noisy Data
L(X) = i cpi(X)(f/ +E,). ,=t The problem is to find p,(x) such that: (1) if a, = 0 then I/f,, -f/l -+ 0, n + co; (2) if &= C,,, then D[f, -f] 0 is a certain number. We find {cpj}, 1 < j < n, optimal, in a certain sense. Namely, if s, = 0, then ‘p/ are found from the requirements: (A) Cj’=, v,(x) ji $,dv= 1, !I: CC=, v,(x) $ji(Y)J2 (x-YY dy=min. Note that (A)i v,(x) G,(Y) = 6,(x, ...
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ژورنال
عنوان ژورنال: Physical Review E
سال: 2018
ISSN: 2470-0045,2470-0053
DOI: 10.1103/physreve.98.062139