Stochastic recovery problem

We consider the problem of estimating a functional defined on some functional class from observations (with noise) of values of other functionals at the same functional class. In general, all functionals are nonlinear. We propose a formal mathematical statement of the problem. For the proposed state...

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Bibliographic Details
Published in:Problems of information transmission 2008-12, Vol.44 (4), p.303-314
Main Author: Darkhovsky, B. S.
Format: Article
Language:English
Subjects:
Communications Engineering
Control
Electrical Engineering
Engineering
Information Storage and Retrieval
Methods of Signal Processing
Networks
Systems Theory
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Summary:We consider the problem of estimating a functional defined on some functional class from observations (with noise) of values of other functionals at the same functional class. In general, all functionals are nonlinear. We propose a formal mathematical statement of the problem. For the proposed statement, we give a nonasymptotically optimal estimation method under rather weak constraints on the estimated functional and noise. Some examples are considered.
ISSN:0032-9460
1608-3253
DOI:10.1134/S0032946008040030