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This article is cited in 1 scientific paper (total in 1 paper)
On optimal recovery of values of linear operators from information known with a stochastic error
K. Yu. Krivosheev Moscow Institute of Physics and Technology, Dolgoprudny, Moscow region, Russia
Abstract:
The optimal recovery of values of linear operators is considered for classes of elements the information on which is known with a stochastic error. Linear optimal recovery methods are constructed that, in general, do not use all the available information for the measurements. As a consequence, an optimal method is described for recovering a function from a finite set of its Fourier coefficients specified with a stochastic error.
Bibliography: 14 titles.
Keywords:
optimal recovery, minimax estimation, Fourier coefficients, extremal problem, linear operator.
Received: 24.07.2020 and 08.04.2021
Citation:
K. Yu. Krivosheev, “On optimal recovery of values of linear operators from information known with a stochastic error”, Sb. Math., 212:11 (2021), 1588–1607
Linking options:
https://www.mathnet.ru/eng/sm9484https://doi.org/10.1070/SM9484 https://www.mathnet.ru/eng/sm/v212/i11/p89
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Abstract page: | 237 | Russian version PDF: | 30 | English version PDF: | 13 | Russian version HTML: | 73 | References: | 30 | First page: | 12 |
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