Bookcover of Periodically Correlated Processes Estimates
Booktitle:

Periodically Correlated Processes Estimates

LAP LAMBERT Academic Publishing (2016-05-27 )

Books loader

Omni badge eligible for voucher
ISBN-13:

978-3-659-88507-5

ISBN-10:
365988507X
EAN:
9783659885075
Book language:
English
Blurb/Shorttext:
Description of methods of estimation of linear functionals depending on the unknown values of periodically correlated random processes based on observations of the processes and noise is presented. The crucial assumption in application of traditional methods of finding solution to the estimation problem for random processes is that spectral densities of processes are exactly known. However, in practical situations complete information on spectral densities is impossible and the established results cannot be directly applied to practical estimation problems. We propose to apply the minimax-robust method of estimation and derive the minimax estimates since they minimize the maximum value of the mean-square errors for all spectral densities from given set of admissible densities simultaneously. Relations for determining least favourable spectral densities and minimax-robust spectral characteristics of the optimal estimates are proposed.
Publishing house:
LAP LAMBERT Academic Publishing
Website:
https://www.lap-publishing.com/
By (author) :
Mikhail Moklyachuk, Iryna Golichenko
Number of pages:
308
Published on:
2016-05-27
Stock:
Available
Category:
Theory of probability, stochastics, mathematical statistics
Price:
59.90 €
Keywords:
estimates, filtering, Statistics, periodically correlated process, spectral characteristic

Books loader

Newsletter

Adyen::amex Adyen::mc Adyen::visa Adyen::cup Adyen::unionpay Paypal Wire Transfer

  0 products in the shopping cart
Edit cart
Loading frontend
LOADING