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Filtering Problems for Periodically Correlated Isotropic Random Fields

机译:周期相关各向同性随机场的滤波问题

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Spectral theory of isotropic random fields in Euclidean space developed by M. I. Yadrenko is exploited to find solution to the problem of optimal linear estimation of the functional which depends on unknown values of a periodically correlated (cyclostationary with period T) with respect to time isotropic on the sphere S_(n) in Euclidean space En random field ζ(j, x), j ∈ Z, x ∈ S_(n). Estimates are based on observations of the field ζ(j, x) + θ(j, x) at points (j, x), j = 0,?1,?2, . . . , x ∈ S_(n), where θ(j, x) is an uncorrelated with ζ(j, x) periodically correlated with respect to time isotropic on the sphere S_(n) random field. Formulas for computing the value of the mean-square error and the spectral characteristic of the optimal linear estimate of the functional Aζ are obtained. The least favorable spectral densities and the minimax (robust) spectral characteristics of the optimal estimates of the functional Aζ are determined for some special classes of spectral densities.
机译:MI Yadrenko开发的欧几里得空间各向同性随机场的光谱理论被用来寻找函数的最佳线性估计问题的解决方案,该函数依赖于周期相关的时间各向同性的周期性相关(周期为T的循环平稳)的未知值。欧氏空间En随机场ζ(j,x),j∈Z,x∈S_(n)中的球S_(n)。估计基于对点(j,x),j = 0,?1,?2,...处的场ζ(j,x)+θ(j,x)的观察。 。 。 ,x∈S_(n),其中θ(j,x)与关于球S_(n)随机场的时间各向同性周期性相关的ζ(j,x)不相关。获得了用于计算均方误差值和函数Aζ的最佳线性估计的光谱特征的公式。对于某些特殊的光谱密度类别,确定了功能性Aζ最佳估计值的最不利光谱密度和最小最大(稳健)光谱特性。

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