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...
Збережено в:
| Дата: | 2016 |
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| Автори: | , , |
| Формат: | Стаття |
| Мова: | English |
| Опубліковано: |
Kamianets-Podilskyi National Ivan Ohiienko University
2016
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| Онлайн доступ: | http://mcm-tech.kpnu.edu.ua/article/view/94226 |
| Теги: |
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| Назва журналу: | Mathematical and computer modelling. Series: Technical sciences |
Репозиторії
Mathematical and computer modelling. Series: Technical sciences| Резюме: | 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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