Minimax-robust estimation technique的封面
书籍主题:

Minimax-robust estimation technique

For stationary stochastic processes

LAP LAMBERT Academic Publishing (2012-08-06 )

Books loader

Omni badge 有获得代金券的资格
ISBN-13:

978-3-659-19817-5

ISBN-10:
365919817X
EAN:
9783659198175
书籍语言:
英文
作品简介:
Description of methods of estimation of linear functionals of the unknown values of vector-valued stationary stochastic sequences and processes is presented. Extrapolation, interpolation and filtering problems are investigated. Two main approaches to solution of the estimation problems are developed. The first one, the spectral certainty case, is based on the assumption that matrices of spectral densities of stochastic sequences and processes are known exactly. In this case we derived formulas for calculation the spectral characteristics and mean-square errors of the optimal estimates of the functionals which determine the extrapolation, interpolation and filtering problems for stochastic sequences and processes. The second one, the case of spectral uncertainty, is based on assumption that matrices of spectral densities of the processes are not known exactly, but, instead, classes of admissible values of spectral densities are specified. These classes of densities describe different models of vector-valued stationary stochastic processes.
出版社 :
LAP LAMBERT Academic Publishing
网址:
https://www.lap-publishing.com/
由(作者):
Mikhail Moklyachuk, Oleksandr Masyutka
页码 :
296
发表日期:
2012-08-06
现货:
备有现货
类别:
概率论,推断统计学,数理统计
价格:
79.00 €
关键词:
Filtering, stochastic processes, interpolation, Extrapolation, optimal estimate, robust spectral characteristics, least favourable spectral densities

Books loader

时事通讯

Adyen::amex Adyen::mc Adyen::visa Adyen::cup Adyen::unionpay Paypal 银行转帐

LOGIN
  0产品在购物车内
编辑购物车
Loading frontend
LOADING