scientific article; zbMATH DE number 2169058

MaRDI QIDQ4675199zbMATH OpenFDO

Authors Nataliya Yu. Shchestyuk

Publication date 20 May 2005

zbMATH Keywords

functionals of random fieldsinterpolationleast favourable spectral densityminimax-robust spectral characteristicsrobust estimates

Mathematics Subject Classification ID

Random fields (60G60) Inference from stochastic processes and spectral analysis (62M15) Random fields; image analysis (62M40)

Review text

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.

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