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Adaptive recovery of signals by convex optimization
Published on Aug 20, 20151654 Views
We present a theoretical framework for adaptive estimation and prediction of signals of unknown structure in the presence of noise. It addresses two intertwined challenges: (i) designing optimal stati
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Adaptive recovery of signals by convex optimization00:00
Filtering problem00:08
Main assumption01:28
Estimator02:44
Numerical results04:24
Thank you05:04