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Problemy Peredachi Informatsii, 1973, Volume 9, Issue 3, Pages 68–79 (Mi ppi909)  

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
Bibliographic databases:
Document Type: Article
UDC: 519.25
Language: Russian
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
Citation in format AMSBIB
\Bibitem{Yad73}
\by M.~I.~Yadrenko
\paper Optimum Linear Estimates for the Regression Coefficients of Isotropic Random Fields
\jour Probl. Peredachi Inf.
\yr 1973
\vol 9
\issue 3
\pages 68--79
\mathnet{http://mi.mathnet.ru/ppi909}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=326954}
\zmath{https://zbmath.org/?q=an:0385.62077}
\transl
\jour Problems Inform. Transmission
\yr 1973
\vol 9
\issue 3
\pages 228--237
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