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Prediction problem for random fields on groups
The problem considered is the problem of optimal linear estimation of the functional Aξ = ∑↑∞↓j=0 ∫↓G a(g, j)ξ(g, j)dg which depends on the unknown values of a homogeneous random field ξ(g, j) on the group G × Z from observations of the field ξ(g, j) + η(g, j) for (g, j) belongs G×{−1,−2, . . .}, wher...
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| Format: | Article |
| Language: | English |
| Published: |
Інститут математики НАН України
2007
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| Online Access: | http://dspace.nbuv.gov.ua/handle/123456789/4518 |
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