DOI: https://doi.org/10.32626/2308-5916.2016-14.83-97

Interpolation Problems for Random Fields from Observations in Perforated Plane

Михайло Павлович Моклячук, Наталія Юріївна Щестюк, Анастасія Сергіївна Флоренко

Анотація


The problem of estimation of linear functionals which depend on the unknown values of a homogeneous random field  in the region  from observations of the sum  at points  is investigated. Formulas for calculating the mean square errors and the spectral characteristics of the optimal linear estimate of functionals are derived in the case where the spectral densities are exactly known. Formulas that determine the least favourable spectral densities and the minimax (robust) spectral characteristics are proposed in the case where the spectral densities are not exactly known while a class of admissible spectral densities is given.


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