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JOURNALS // Matematicheskii Sbornik // Archive

Mat. Sb., 2021 Volume 212, Number 11, Pages 89–108 (Mi sm9484)

On optimal recovery of values of linear operators from information known with a stochastic error

K. Yu. Krivosheev

Moscow Institute of Physics and Technology, Dolgoprudny, Moscow region, Russia

Abstract: The optimal recovery of values of linear operators is considered for classes of elements the information on which is known with a stochastic error. Linear optimal recovery methods are constructed that, in general, do not use all the available information for the measurements. As a consequence, an optimal method is described for recovering a function from a finite set of its Fourier coefficients specified with a stochastic error.
Bibliography: 14 titles.

Keywords: optimal recovery, minimax estimation, Fourier coefficients, extremal problem, linear operator.

UDC: 517.518.8

MSC: 41A65

Received: 24.07.2020 and 08.04.2021

DOI: 10.4213/sm9484


 English version:
Sbornik: Mathematics, 2021, 212:11, 1588–1607

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© Steklov Math. Inst. of RAS, 2024