Linear interpolation problem for random fields on Abelian compact groups

Authors N. V. Chepelevs'ka, M. P. Moklyachuk

Publication date 11 September 2001

Published in Visnyk. Seriya: Fizyko-Matematychni Nauky. Kyïvs'kyĭ Universytet Imeni Tarasa Shevchenka (Search for Journal in Brave)

zbMATH Keywords

homogeneous random fields minimax spectral characteristics optimal linear estimation robust estimates

Mathematics Subject Classification ID

Probability measures on groups or semigroups, Fourier transforms, factorization (60B15) Prediction theory (aspects of stochastic processes) (60G25) Random fields (60G60) Inference from stochastic processes and prediction (62M20) Random fields; image analysis (62M40)

Review text

The problem of estimation of the functional NEWLINE\[NEWLINEA_N\xi=\sum_{j=0}^N\int_{G}a(g,j)\xi(g,j)dgNEWLINE\]NEWLINE of the unknown values of a homogeneous random field \(\xi(g,j)\) from observations of the field \(\xi(g,j)+\eta(g,j)\) at points from the set NEWLINE\[NEWLINEG\times Z^{N+}=\{(g,j) : g\in G, j\in Z\backslash\{0,1,\dots,N\}\}NEWLINE\]NEWLINE is considered. Here \(\eta(g,j)\) is an uncorrelated with \(\xi(g,j)\) homogeneous random field. The mean square error and the minimax spectral characteristics of the optimal linear estimator of the functional \(A_N\xi\) are obtained provided that the spectral densities of the fields are unknown, but the class \(D\) of possible densities is given.

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