Abstract
AbstractWe investigate the guaranteed estimation problem of linear functionals from solutions to transmission problems for the Helmholtz equation with inexact data. The right‐hand sides of equations entering the statements of transmission problems and the statistical characteristics of observation errors are supposed to be unknown and belonging to certain sets. It is shown that the optimal linear mean square estimates of the above mentioned functionals and estimation errors are expressed via solutions to the systems of transmission problems of the special type. The results and techniques can be applied in the analysis and estimation of solution to forward and inverse electromagnetic and acoustic problems with uncertain data that arise in mathematical models of the wave diffraction on transparent bodies.
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