Internet Archive Scholar

INTERPOLATION PROBLEMS FOR RANDOM FIELDS FROM OBSERVATIONS IN PERFORATED PLANE

M Moklyachuk, D-R, Phys, Mathem Sci, N Shchestyuk, Cand, Phys, Mathem Sci, A Florenko, Graduate Student, Taras Shevchenko
unpublished

Preserved Fulltext

fulltext thumbnail
Web Archive Capture PDF (297.9 kB)
https://web.archive.org/web/20180423031033/http://ekmair.ukma.edu.ua/bitstream/handle/123456789/11578/Shchestyuk_Interpolation_Problems_for_Random_Fields.pdf;jsessionid=772CA101B460C7697EC67720EA654553?sequence=1

A copy of this work was available on the public web and has been preserved in the Wayback Machine. The capture dates from 2018; you can also visit the original URL. The file type is application/pdf.

The problem of estimation of linear functionals which depend on the unknown values of a homogeneous random field g(k , j) in the region K c Z 2 from observations of the sum £(k, j) + ^ (k , j) at points (k , j) e Z 2 \ K is investigated. Formulas for calculating the mean square errors and the spectral characteristics of the opti­ mal linear estimate of functionals are derived in the case where the spectral densities are exactly known. Formulas that determine the least favourable spectral
more » ... es and the minimax (robust) spec­ tral characteristics are proposed in the case where the spectral den­ sities are not exactly known while a class of admissible spectral densities is given.
fatcat:ltqsf4bygfg7xnpqsjv37s3kei
Citation

M Moklyachuk, D-R, Phys, Mathem Sci, N Shchestyuk, Cand, Phys, Mathem Sci, A Florenko, Graduate Student, Taras Shevchenko. "INTERPOLATION PROBLEMS FOR RANDOM FIELDS FROM OBSERVATIONS IN PERFORATED PLANE."