No label defined (Q4675199)

The author deals with estimation of the functional \[ A\xi=\sum\limits_{k=-\infty}^{+\infty}\sum\limits_{j=0}^{N}a(k ,j)\xi(k,j) \] of the unknown random field \(\xi(k,j),\;k\in Z,j\in\{0,1,\dots,N\}\), based on observations of the field \(\xi(u,v)+\eta(u,v)\) for \((u,v)\in Z\times Z\setminus\{0,1,\dots,N\}\). The uncorrelated fields \(\xi(u,v)\) and \(\eta(u,v)\) are homogeneous with spectral densities \(f(\lambda,\mu)\) and \(g(\lambda,\mu)\), respectively. Formulas for calculation of the mean square errors and spectral characteristics of the optimal linear estimates are proposed in the case of given densities. For the case of unknown \(f(\lambda,\mu)\) and \(g(\lambda,\mu)\) the least favourable spectral densities and the minimax-robust spectral characteristics of the optimal linear estimates of \(A\xi\) are obtained for various classes of random fields.