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Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki, 2008, Volume 48, Number 4, Pages 580–592
(Mi zvmmf150)
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This article is cited in 13 scientific papers (total in 13 papers)
Computational scheme for invariantly unbiased estimation of linear operators in a given class
Yu. G. Bulychev, A. V. Eliseev Rostov Military Institute of Missile Forces, pr. M. Nagibina 24, Rostov-on-Don, 344027, Russia
Abstract:
The values of linear operators of a given class are estimated in the case of measurements including piecewise continuous noise of deterministic structure with unknown parameters. A computational scheme producing unbiased linear estimates that are invariant under the noise is developed. An illustrative example is presented.
Key words:
estimation of linear operators, invariance of linear estimates, least squares method, computational algorithm, statistical methods for error estimation.
Received: 10.05.2006 Revised: 18.12.2006
Citation:
Yu. G. Bulychev, A. V. Eliseev, “Computational scheme for invariantly unbiased estimation of linear operators in a given class”, Zh. Vychisl. Mat. Mat. Fiz., 48:4 (2008), 580–592; Comput. Math. Math. Phys., 48:4 (2008), 549–560
Linking options:
https://www.mathnet.ru/eng/zvmmf150 https://www.mathnet.ru/eng/zvmmf/v48/i4/p580
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Abstract page: | 202 | Full-text PDF : | 82 | References: | 38 | First page: | 1 |
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