Computational scheme for invariantly unbiased estimation of linear operators in a given class

被引：0
|
作者：
Yu. G. Bulychev
A. V. Eliseev
机构：
[1] Rostov Military Institute of Missile Forces,
来源：
Computational Mathematics and Mathematical Physics | 2008年 / 48卷
关键词：
estimation of linear operators; invariance of linear estimates; least squares method; computational algorithm; statistical methods for error estimation;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
The values of linear operators of a given class are estimated in the case of measurements including piecewise continuous noise of deterministic structure with unknown parameters. A computational scheme producing unbiased linear estimates that are invariant under the noise is developed. An illustrative example is presented.
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页码：549 / 560
页数：11
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