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Vestnik of Saint Petersburg University. Mathematics. Mechanics. Astronomy, 2022, Volume 9, Issue 1, Pages 64–75
DOI: https://doi.org/10.21638/spbu01.2022.107
(Mi vspua42)
 

This article is cited in 1 scientific paper (total in 1 paper)

MATHEMATICS

L-optimal designs for a trigonometric Fourier regression model with no intercept

V. B. Melas, P. V. Shpilev

St Petersburg State University, 7-9, Universitetskaya nab., St Petersburg, 199034, Russian Federation
Full-text PDF (354 kB) Citations (1)
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Abstract: This paper is devoted to the problem of constructing L-optimal designs for a trigonometric Fourier regression model with no intercept. The paper considers diagonal matrices $L$ with a combination of zeros and ones on the main diagonal. It is shown that in the case when $L = I$(i. e., when the unit matrix is chosen as the matrix $L$), the L-optimal design coincides with the D-optimal one. In the more general case (when some diagonal elements are equal to zero), it is shown that the dimension of the problem can be reduced if the optimal design is symmetric. The obtained results are illustrated by the example of the problem of constructing two L-optimal designs for the trigonometric model of order 12, which is reduced to the problem of constructing designs for models of order 3 and 4 correspondingly.
Keywords: L-optimal designs, c-optimal designs, optimal designs for estimating the individual coefficients, trigonometric regression models with no intercept.
Funding agency Grant number
Russian Foundation for Basic Research 20-01-00096-a
This work is supported by the Russian Foundation for Basic Research (grant No. 20-01-00096-a).
Received: 17.07.2021
Revised: 31.08.2021
Accepted: 02.09.2021
English version:
Vestnik St. Petersburg University, Mathematics, 2022, Volume 9, Issue 1, Pages 48–56
DOI: https://doi.org/10.1134/S1063454122010095
Bibliographic databases:
Document Type: Article
UDC: 524.19
MSC: 62K05
Language: Russian
Citation: V. B. Melas, P. V. Shpilev, “L-optimal designs for a trigonometric Fourier regression model with no intercept”, Vestnik of Saint Petersburg University. Mathematics. Mechanics. Astronomy, 9:1 (2022), 64–75; Vestn. St. Petersbg. Univ., Math., 9:1 (2022), 48–56
Citation in format AMSBIB
\Bibitem{MelShp22}
\by V.~B.~Melas, P.~V.~Shpilev
\paper L-optimal designs for a trigonometric Fourier regression model with no intercept
\jour Vestnik of Saint Petersburg University. Mathematics. Mechanics. Astronomy
\yr 2022
\vol 9
\issue 1
\pages 64--75
\mathnet{http://mi.mathnet.ru/vspua42}
\crossref{https://doi.org/10.21638/spbu01.2022.107}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=3181037}
\transl
\jour Vestn. St. Petersbg. Univ., Math.
\yr 2022
\vol 9
\issue 1
\pages 48--56
\crossref{https://doi.org/10.1134/S1063454122010095}
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  • This publication is cited in the following 1 articles:
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    Vestnik of Saint Petersburg University. Mathematics. Mechanics. Astronomy
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