FPM 2009, vol. 15, no. 6, pp. 15-31

FUNDAMENTALNAYA I PRIKLADNAYA MATEMATIKA

(FUNDAMENTAL AND APPLIED MATHEMATICS)

2009, VOLUME 15, NUMBER 6, PAGES 15-31

Filtering of monotonic convex noise-distorted signals and estimates of positions of special points

D. S. Demin
A. I. Chulichkov

Abstract

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The problem of an unknown signal filtering has been solved on the basis of mean-square approximation of the given signal segment with known monotonicity and convexity. Also the estimates of the positions of special points (local extremum and inflection points) are given. The estimates given minimize the maximum estimate error with the guaranteed reliability level.

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