Prediction problem for random fields on groups
Vernadsky National Library of Ukraine
Переглянути архів Інформація| Поле | Співвідношення | |
| Title |
Prediction problem for random fields on groups
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| Creator |
Moklyachuk, M.
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| Description |
The problem considered is the problem of optimal linear estimation of the functional Aξ = ∑↑∞↓j=0 ∫↓G a(g, j)ξ(g, j)dg which depends on the unknown values of a homogeneous random field ξ(g, j) on the group G × Z from observations of the field ξ(g, j) + η(g, j) for (g, j) belongs G×{−1,−2, . . .}, where η(g, j) is an uncorrelated with ξ(g, j) homogeneous random field ξ(g, j) on the group G×Z. Formulas are proposed for calculation the mean square error and spectral characteristics of the optimal linear estimate in the case where spectral densities of the fields are known. The least favorable spectral densities and the minimax spectral characteristics of the optimal estimate of the functional are found for some classes of spectral densities.
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| Date |
2009-11-24T15:31:52Z
2009-11-24T15:31:52Z 2007 |
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| Type |
Article
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| Identifier |
Prediction problem for random fields on groups / M. Moklyachuk // Theory of Stochastic Processes. — 2007. — Т. 13 (29), № 4. — С. 148–162. — Бібліогр.: 20 назв.— англ.
0321-3900 http://dspace.nbuv.gov.ua/handle/123456789/4518 |
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| Language |
en
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| Publisher |
Інститут математики НАН України
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