Prediction problem for random fields on groups

MaRDI QIDQ3608284zbMATH OpenFDO

Authors M. P. Moklyachuk

Publication date 28 February 2009

zbMATH Keywords

filteringleast favorable spectral densitiesmean square errorminimax spectral characteristicobservations with noisepredictionrandom fieldrobust estimate

Mathematics Subject Classification ID

Random fields (60G60) Inference from stochastic processes and prediction (62M20) Random fields; image analysis (62M40) Estimation and detection in stochastic control theory (93E10)

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