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Reconstructing signals from noisy data with unknown signal and noise covariance
statistics, information theory, statistical mechanics
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2011/10/8
We derive a method to reconstruct Gaussian signals from linear measurements with Gaussian noise. This new algorithm is intended for applications in astrophysics and other sciences. The starting point ...
Reconstructing signals from noisy data with unknown signal and noise covariance
statistics information theory statistical mechanics
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2011/8/17
Abstract: We derive a method to reconstruct Gaussian signals from linear measurements with Gaussian noise. This new algorithm is intended for applications in astrophysics and other sciences. The start...