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Optimal control using noisy data

โœ Scribed by V. S. Kas'yanyuk


Publisher
Springer US
Year
1993
Tongue
English
Weight
337 KB
Volume
66
Category
Article
ISSN
1573-8795

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Almost Optimal Differentiation Using Noi
โœ Klaus Ritter ๐Ÿ“‚ Article ๐Ÿ“… 1996 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 561 KB

We study differentiation of functions f based on noisy data f (t i )+= i . We recover f (k) either at a single point or on the interval [0, 1] in L 2 -norm. Under stochastic assumptions on f and = i , we determine the order of the errors of the best linear methods which use n noisy function values.