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https://hdl.handle.net/2440/17833
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Type: | Journal article |
Title: | Optimal recursive estimation of raw data |
Author: | Torokhti, A. Howlett, P. Pearce, C. |
Citation: | Annals of Operations Research, 2005; 133(1-3):285-302 |
Publisher: | Kluwer Academic Publishers |
Issue Date: | 2005 |
ISSN: | 0254-5330 1572-9338 |
Statement of Responsibility: | Anatoli Torokhti, Phil Howlett and Charles Pearce |
Abstract: | 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 |
Description: | The original publication is available at www.springerlink.com |
DOI: | 10.1007/s10479-004-5039-5 |
Published version: | http://www.springerlink.com/content/gg5p715557g16342/ |
Appears in Collections: | Applied Mathematics publications Aurora harvest 2 |
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