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Optimal recursive estimation of raw data
DOI:10.1007/s10479-004-5039-5.png)
Abstract
En 中文
We present a new approach to the optimal estimation of random vectors. The approach is based on a combination of a specific iterative procedure and the solution of a best approximation problem with a polynomial approximant. We show that the combination of these new techniques allow us to build a computationally effective and flexible estimator. The strict justification of the proposed technique is provided.
Keywords:
error minimization
stochastic vector
optimal estimate
Journal
IF:
4.5
Papers:
8.0K
Citations:
2.1W
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