Abstract
The statistical regularizators for optimal linear estimutors for unknown parameters in general linear model with arbitary nonnegative covariance structure are obtained on basis of theory of regularizing operators. Conditions guaranteeing closencss of rcgularized estimator to optimal estimator are easily satisfied by appropriate choice of regularization parameter in accordance with the given level of uncertainty. Application of regularization approach to design of stable filters is presented. Numerical example is given to illustrate an efficiency of proposed approach.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.