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Problemy Peredachi Informatsii, 1973, Volume 9, Issue 3, Pages 68–79
(Mi ppi909)
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Methods of Signal Processing
Optimum Linear Estimates for the Regression Coefficients of Isotropic Random Fields
M. I. Yadrenko
Abstract:
Isotropic random fields (fields whose correlation functions are invariant under rotations about a fixed point) are discussed. Linear unbiased estimates optimum in the sense of minimizing the mean-square error are given for the regression coefficients when the random field is observed on a sphere. It turns out, in particular, that the optimum unbiased estimate of an unknown expectation coincides with the average over the sphere. Optimum nonlinear estimates for random regression coefficients are investigated.
Received: 30.08.1971 Revised: 22.01.1973
Citation:
M. I. Yadrenko, “Optimum Linear Estimates for the Regression Coefficients of Isotropic Random Fields”, Probl. Peredachi Inf., 9:3 (1973), 68–79; Problems Inform. Transmission, 9:3 (1973), 228–237
Linking options:
https://www.mathnet.ru/eng/ppi909 https://www.mathnet.ru/eng/ppi/v9/i3/p68
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