𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Optimal estimation from limited noisy data

✍ Scribed by A.G Ramm

Publisher
Elsevier Science
Year
1987
Tongue
English
Weight
330 KB
Volume
125
Category
Article
ISSN
0022-247X

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

Optimal control using noisy data
Optimal control using noisy data
✍ V. S. Kas'yanyuk πŸ“‚ Article πŸ“… 1993 πŸ› Springer US 🌐 English βš– 337 KB
Transfer function estimation from noisy
Transfer function estimation from noisy input and output data
✍ Wei Xing Zheng πŸ“‚ Article πŸ“… 1998 πŸ› John Wiley and Sons 🌐 English βš– 114 KB

Two new types of bias-eliminated least-squares (BELS) based algorithms are proposed for consistent identiΓΏcation of linear systems with noisy input and output measurements. It is shown that estimation of the noise variances can be implemented through one-dimension over-parametrization of the system

Almost Optimal Differentiation Using Noi
Almost Optimal Differentiation Using Noisy Data
✍ Klaus Ritter πŸ“‚ Article πŸ“… 1996 πŸ› Elsevier Science 🌐 English βš– 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.