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This article is cited in 1 scientific paper (total in 1 paper)
MATHEMATICAL MODELING AND NUMERICAL SIMULATION
Effective rank of a problem of function estimation based on measurement with an error of finite number of its linear functionals
A. I. Chulichkov, B. Yuan Faculty of Physics, M. V. Lomonosov Moscow State University, Moscow 119991, Russia
Abstract:
The problem of restoration of an element $f$ of Euclidean functional space $L^2( X )$ based on the results of meas-urements of a finite set of its linear functionals, distorted by (random) error is solved. A priori data aren't assumed. Family of linear subspaces of the maximum (effective) dimension for which the projections of element f to them allow estimates with a given accuracy, is received. The effective rank $\rho(\delta)$ of the estimation problem is defined as the function equal to the maximum dimension of an orthogonal component $Pf$ of the element $f$ which can be estimated with a error, which is not surpassed the value $\delta$. The example of restoration of a spectrum of radiation based on a finite set of experimental data is given.
Keywords:
mathematical model of measurement, measurement reduction, spectrometry, optimum decisions, singular decomposition, effective rank.
Received: 12.02.2014 Revised: 10.04.2014
Citation:
A. I. Chulichkov, B. Yuan, “Effective rank of a problem of function estimation based on measurement with an error of finite number of its linear functionals”, Computer Research and Modeling, 6:2 (2014), 189–202
Linking options:
https://www.mathnet.ru/eng/crm313 https://www.mathnet.ru/eng/crm/v6/i2/p189
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