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Estimates of Periodically Correlated Isotropic Random Fields

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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.

ISBN
9781536132441
Språk
engelska
Vikt
574 gram
Utgivningsdatum
2018-07-02
Sidor
316

Estimates of Periodically Correlated Isotropic Random Fields - Mikhail Moklyachuk, Oleksandr Masyutka, Iryna Golichenko - Inbunden (9781536132441) | Adlibris Bokhandel