Optimal estimation from limited noisy data (Q1105801)

The paper is concerned with the problem of estimating the spectrum of a compactly supposed function from the knowledge of the spectrum at a finite number of frequencies. Especially the case when the data are noisy is analysed. The convergence property of the estimate is proved and the rate of convergence is given. Also, optimization requirements are introduced. The results are of theoretic and practical interest, especially in geophysics.