Interpolation Problems for Random Fields from Observations in Perforated Plane
The problem of estimation of linear functionals which depend on the unknown values of a homogeneous random field in the region from observations of the sum at points is investigated. Formulas for calculating the mean square errors and the spectral characteristics of the optimal linear estimate o...
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| Date: | 2016 |
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| Main Authors: | , , |
| Format: | Article |
| Language: | English |
| Published: |
Kamianets-Podilskyi National Ivan Ohiienko University
2016
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| Online Access: | http://mcm-tech.kpnu.edu.ua/article/view/94226 |
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| Journal Title: | Mathematical and computer modelling. Series: Technical sciences |
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Mathematical and computer modelling. Series: Technical sciences| Summary: | The problem of estimation of linear functionals which depend on the unknown values of a homogeneous random field in the region from observations of the sum at points is investigated. Formulas for calculating the mean square errors and the spectral characteristics of the optimal linear estimate of functionals are derived in the case where the spectral densities are exactly known. Formulas that determine the least favourable spectral densities and the minimax (robust) spectral characteristics are proposed in the case where the spectral densities are not exactly known while a class of admissible spectral densities is given. |
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