Minimax-robust filtering of functionals from periodically correlated random fields
作者： Iryna Golichenko , Oleksandr Masyutka , Mikhail Moklyachuk
DOI: 10.1080/23311835.2015.1074327
关键词:
摘要: The problem of optimal estimation linear functionals depending on unknown values periodically correlated random field from observations the with noise is considered. Formulas for calculating mean square errors and spectral characteristics estimates are derived in case where densities exactly known. that determine least favourable minimax (robust) proposed not known but a class admissible given.
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