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JOURNALS // Avtomatika i Telemekhanika // Archive

Avtomat. i Telemekh., 2011 Issue 5, Pages 69–81 (Mi at1704)

This article is cited in 3 papers

Stochastic Systems, Queuing Systems

Estimation of functional dependency parameters at zero median value of noises in measurements

P. I. Balk

Institute of Applied Geodesy, Berlin, the Federal Republic of Germany

Abstract: In the paper, we study a problem of estimating functional dependency parameters by empirical data with random noises. A specific feature of the formulation is a replacement of a traditional assumption of zero mathematical expectation of a noise by the condition of equality to zero of a median value of the noise. We represent an algorithm for constructing estimates of parameters minimizing a mathematical expectation of losses including the variant of spline approximation. We interpret such estimates. The results of the experiments are given.

Presented by the member of Editorial Board: A. V. Nazin

Received: 23.08.2010


 English version:
Automation and Remote Control, 2011, 72:5, 964–974

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