Optimal recursive estimation of raw data
Date
2005
Authors
Torokhti, A.
Howlett, P.
Pearce, C.
Editors
Advisors
Journal Title
Journal ISSN
Volume Title
Type:
Journal article
Citation
Annals of Operations Research, 2005; 133(1-3):285-302
Statement of Responsibility
Anatoli Torokhti, Phil Howlett and Charles Pearce
Conference Name
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.
School/Discipline
Dissertation Note
Provenance
Description
The original publication is available at www.springerlink.com