Optimal recovery of the solution of the heat equation from inaccurate data

The problem of optimal recovery of the solution of the heat equation in the entire space at a fixed instant of time from inaccurate observations of this solution at some other instants of time is investigated. Explicit expressions for an optimal recovery method and its error are given. The solution of a similar problem with a priori information about the temperature distribution at some instants of time is also given. In all cases the optimal method uses information about at most two observations.
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