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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Datum:2016
Hauptverfasser: Моклячук, Михайло Павлович, Щестюк, Наталія Юріївна, Флоренко, Анастасія Сергіївна
Format: Artikel
Sprache:English
Veröffentlicht: Kamianets-Podilskyi National Ivan Ohiienko University 2016
Online Zugang:http://mcm-tech.kpnu.edu.ua/article/view/94226
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Назва журналу:Mathematical and computer modelling. Series: Technical sciences

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Mathematical and computer modelling. Series: Technical sciences
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spelling mcmtechkpnueduua-article-942262019-03-06T10:25:06Z Interpolation Problems for Random Fields from Observations in Perforated Plane Моклячук, Михайло Павлович Щестюк, Наталія Юріївна Флоренко, Анастасія Сергіївна 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. Kamianets-Podilskyi National Ivan Ohiienko University 2016-09-13 Article Article application/pdf http://mcm-tech.kpnu.edu.ua/article/view/94226 10.32626/2308-5916.2016-14.83-97 Mathematical and computer modelling. Series: Technical sciences; 2016: Mathematical and computer modelling. Series: Technical sciences. Issue 14; 83-97 Математичне та комп'ютерне моделювання. Серія: Технічні науки ; 2016: Математичне та комп'ютерне моделювання. Серія: Технічні науки. Випуск 14; 83-97 2308-5916 10.32626/2308-5916.2016-14 en http://mcm-tech.kpnu.edu.ua/article/view/94226/89793 Авторське право (c) 2021 Математичне та комп'ютерне моделювання. Серія: Технічні науки
institution Mathematical and computer modelling. Series: Technical sciences
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datestamp_date 2019-03-06T10:25:06Z
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language English
format Article
author Моклячук, Михайло Павлович
Щестюк, Наталія Юріївна
Флоренко, Анастасія Сергіївна
spellingShingle Моклячук, Михайло Павлович
Щестюк, Наталія Юріївна
Флоренко, Анастасія Сергіївна
Interpolation Problems for Random Fields from Observations in Perforated Plane
author_facet Моклячук, Михайло Павлович
Щестюк, Наталія Юріївна
Флоренко, Анастасія Сергіївна
author_sort Моклячук, Михайло Павлович
title Interpolation Problems for Random Fields from Observations in Perforated Plane
title_short Interpolation Problems for Random Fields from Observations in Perforated Plane
title_full Interpolation Problems for Random Fields from Observations in Perforated Plane
title_fullStr Interpolation Problems for Random Fields from Observations in Perforated Plane
title_full_unstemmed Interpolation Problems for Random Fields from Observations in Perforated Plane
title_sort interpolation problems for random fields from observations in perforated plane
description 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.
publisher Kamianets-Podilskyi National Ivan Ohiienko University
publishDate 2016
url http://mcm-tech.kpnu.edu.ua/article/view/94226
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