Minimax-robust filtering of functionals from periodically correlated random fields
The problem of optimal estimation of linear functionals depending on unknown values of periodically correlated random field from observations of the field with noise is considered. Formulas for calculating mean square errors and spectral characteristics of optimal linear estimates of the functionals...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Taylor & Francis Group
2015-12-01
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| Series: | Cogent Mathematics |
| Subjects: | |
| Online Access: | http://dx.doi.org/10.1080/23311835.2015.1074327 |