Optimal estimation of linear operators from inaccurate data: A second look

DOI10.1007/BF02109419MaRDI QIDQ1315218zbMATH OpenFDO

Authors Charles A. Micchelli

Publication date 17 March 1994

Published in Numerical Algorithms (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF02109419

zbMATH Keywords

optimal algorithmoptimal estimation under uncertainty

Mathematics Subject Classification ID

Numerical solutions to equations with linear operators (65J10) Numerical optimization and variational techniques (65K10)

Review text

The author re-examines some results and proofs given in his previous joint publication with \textit{A. A. Melkman} [SIAM J. Numer. Anal. 16, 87- 105 (1979; Zbl 0399.65037)] on optimal estimation under uncertainty. He also identifies the form of the optimal algorithm for recovering a function from a finite number of its moments.

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Cites work

• Admissible slopes for monotone and convex interpolation
• Approximation methods for the finite moment problem
• Numerical solution of the finite moment problem in a reproducing kernel Hilbert space
• On the Field of Values of a Matrix
• On the solution of the finite moment problem
• Optimal Estimation of Linear Operators in Hilbert Spaces from Inaccurate Data
• Recovering a function from a finite number of moments
• Robust estimation and filtering in the presence of bounded noise
• Small Eigenvalues of Large Hankel Matrices
• Über den Wertevorrat einer Matrix

Cited in

(10)

• On an asymptotic analysis of polynomial approximation to halfband filters
• Optimal recovery of operator sequences
• Optimal recovery of elements of a Hilbert space and their scalar products according to the Fourier coefficients known with errors
• Diagnosing forward operator error using optimal transport
• Optimal recovery from inaccurate data in Hilbert spaces: regularize, but what of the parameter?
• Joint spectra of Toeplitz operators and optimal recovery of analytic functions
• OPTIMAL RECOVERY OF SEMI-GROUP OPERATORS FROM INACCURATE DATA
• Polyak's theorem on Hilbert spaces
• Radius of information for two intersected centered hyperellipsoids and implications in optimal recovery from inaccurate data
• First order optimality conditions for nonsmooth quadratic problems in Banach spaces

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