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 ξ(k, j) in the region K ⊂ Z² from observations of the sum ξ(k, j)+η(k, j) at points (k, j) Z²\K is investigated. Formulas for calculating the mean square errors and the spectral char...
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| Datum: | 2016 |
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| Hauptverfasser: | , , |
| Format: | Artikel |
| Sprache: | English |
| Veröffentlicht: |
Інститут кібернетики ім. В.М. Глушкова НАН України
2016
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| Schriftenreihe: | Математичне та комп'ютерне моделювання. Серія: Технічні науки |
| Online Zugang: | http://dspace.nbuv.gov.ua/handle/123456789/133755 |
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| Назва журналу: | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| Zitieren: | Interpolation Problems for Random Fields from Observations in Perforated Plane / M.P. Moklyachuk, N.Yu. Shchestyuk, A.S. Florenko // Математичне та комп'ютерне моделювання. Серія: Технічні науки: зб. наук. пр. — Кам’янець-Подільський: Кам'янець-Подільськ. нац. ун-т, 2016. — Вип. 14. — С. 83-97. — Бібліогр.: 19 назв. — англ. |
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Digital Library of Periodicals of National Academy of Sciences of Ukraine| Zusammenfassung: | The problem of estimation of linear functionals which depend on the unknown values of a homogeneous random field ξ(k, j) in the region K ⊂ Z² from observations of the sum ξ(k, j)+η(k, j) at points (k, j) Z²\K 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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