Abstract
THE CONCEPT of the correctness of the problem of linear optimal statistical estimation is considered for a certain class of random processes with compact correlation operators. The concept of the correctness of the problem of optimal linear statistical estimation, regarded as an extremal problem for a quality criterion, is formulated. It is shown that in the case where the quality criterion is the mean-square error, the problem of optimal estimation is correct. The estimation problem is also considered for inexact initial data.
Full Text
Published Version
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a call