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Avtomatika i Telemekhanika, 1987, Issue 12, Pages 80–92 (Mi at4691)  
Stochastic Systems

Linear minimax interpolation with incomplete information on spectral measures of the useful signal and noise

Yu. B. Korobochkin, O. M. Kurkin

Moscow
Full-text PDF (1224 kB)
Abstract: The best, in terms of the r.m.s. performance criterion, frequency response is sought when the useful signal and measurement noise contain components for which only moment inequalities are known which are satisfied by their spectral measures. Sufficient conditions are found for existence of a saddle point in the estimation error variance functional and its analytical expression is provided. Examples are provided.

Received: 11.07.1986
Document Type: Article
UDC: 62-505:519.652
Language: Russian
Citation: Yu. B. Korobochkin, O. M. Kurkin, “Linear minimax interpolation with incomplete information on spectral measures of the useful signal and noise”, Avtomat. i Telemekh., 1987, no. 12, 80–92
Citation in format AMSBIB
\Bibitem{KorKur87}
\by Yu.~B.~Korobochkin, O.~M.~Kurkin
\paper Linear minimax interpolation with incomplete information on spectral measures of the useful signal and noise
\jour Avtomat. i Telemekh.
\yr 1987
\issue 12
\pages 80--92
\mathnet{http://mi.mathnet.ru/at4691}
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