Description

Book Synopsis
We propose results of the investigation of the problem of the mean square optimal estimation of linear functionals which depend on the unknown values of periodically correlated isotropic random fields. Estimates are based on observations of the fields with a noise. Formulas for computing the value of the mean-square errors and the spectral characteristics of the optimal linear estimates of functionals are derived in the case of spectral certainty, where the spectral densities of the fields are exactly known. Formulas that determine the least favorable spectral densities and the minimax-robust spectral characteristics of the optimal estimates of functionals are proposed in the case of spectral uncertainty, where the spectral densities are not exactly known while some sets of admissible spectral densities are specified.

Estimates of Periodically Correlated Isotropic

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    A Hardback by Mikhail Moklyachuk, Oleksandr Masyutka, Iryna Golichenko

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      View other formats and editions of Estimates of Periodically Correlated Isotropic by Mikhail Moklyachuk

      Publisher: Nova Science Publishers Inc
      Publication Date: Publication Date: 02/07/2018
      ISBN13: 9781536132441, 978-1536132441
      ISBN10: 1536132446

      Description

      Book Synopsis
      We propose results of the investigation of the problem of the mean square optimal estimation of linear functionals which depend on the unknown values of periodically correlated isotropic random fields. Estimates are based on observations of the fields with a noise. Formulas for computing the value of the mean-square errors and the spectral characteristics of the optimal linear estimates of functionals are derived in the case of spectral certainty, where the spectral densities of the fields are exactly known. Formulas that determine the least favorable spectral densities and the minimax-robust spectral characteristics of the optimal estimates of functionals are proposed in the case of spectral uncertainty, where the spectral densities are not exactly known while some sets of admissible spectral densities are specified.

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