Robust interpolation of random fields homogeneous in time and isotropic on a sphere, which are observed with noise (Q4940473)

The author considers the problem of the mean-square estimation of the linear functional \[ A_N\xi =\int_{S_n} \sum_{k=0}^N a(k,x) \xi (k,x) m_n(dx) \] that depends on the unknown values of a random field \(\xi(k,x)\), \(k\in Z\), \(x\in S_n\), which is homogeneous with respect to time isotropic on a sphere \(S_n\), from observations of the field \(\xi(k,x)+\eta (k,x)\) for \(k\in Z\setminus \{ 0,1,\ldots,N \},\) \(x\in S_n,\) where \(\eta (k,x)\) is a random field uncorrelated with \(\xi(k,x)\). Formulas are obtained for computing the value of the mean-square error and the spectral characteristic of the optimal linear estimate of the functional \(A_N\xi\). The least favorable spectral densities and minimax (robust) spectral characteristics of the optimal estimates of the functional \(A\xi\) are determined for some special classes of spectral densities.