MINIMAX ESTIMATION IN A DECONVOLUTION PROBLEM

被引:3
作者
ERMAKOV, MS
机构
[1] Sci. Res. Inst. of Phys., St. Petersburg Univ.
来源
JOURNAL OF PHYSICS A-MATHEMATICAL AND GENERAL | 1992年 / 25卷 / 05期
关键词
D O I
10.1088/0305-4470/25/5/030
中图分类号
O4 [物理学];
学科分类号
0702 ;
摘要
We consider a convolution equation with the right-hand side known with a random noise. A priori information that the solution belongs to an ellipsoid in Hilbert space is given. We construct the minimax estimators of the convolution of the solution with a generalized function h. As an example the estimation problem of derivative of solution is studied.
引用
收藏
页码:1273 / 1282
页数:10
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