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 |
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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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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 |
| baseUrl_str |
|
| datestamp_date |
2019-03-06T10:25:06Z |
| collection |
OJS |
| 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 |
| work_keys_str_mv |
AT moklâčukmihajlopavlovič interpolationproblemsforrandomfieldsfromobservationsinperforatedplane AT ŝestûknatalíâûríívna interpolationproblemsforrandomfieldsfromobservationsinperforatedplane AT florenkoanastasíâsergíívna interpolationproblemsforrandomfieldsfromobservationsinperforatedplane |
| first_indexed |
2025-07-17T10:13:55Z |
| last_indexed |
2025-07-17T10:13:55Z |
| _version_ |
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