RE.PUBLIC@POLIMI Research Publications at Politecnico di Milano
Re.Public@Polimi, archivio istituzionale dei prodotti della ricerca, è il punto di raccolta, conservazione e disseminazione della produzione scientifica del Politecnico di Milano
E' basato su IRIS, il nuovo sistema di gestione dei dati della ricerca (persone, progetti, pubblicazioni, attività) adottato dall’ateneo
EnglishThe Wiener–Kolmogorov principle of minimizing the mean square estimation error is discussed in the framework of prediction theory, from both theoretical and practical points of view. Alternatives for suboptimal solutions, more easily computable and not requiring the explicit knowledge of the covariance function, are proposed. A robust version of the principle is also discussed and illustrated by a small numerical example. A plan for future work is suggested.
| Titolo: | A discussion on the Wiener - Kolmogorov prediction principle with easy to compute and robust variants. |
| Autori: | |
| Data di pubblicazione: | 2003 |
| Rivista: | |
| Abstract: | The Wiener–Kolmogorov principle of minimizing the mean square estimation error is discussed in the framework of prediction theory, from both theoretical and practical points of view. Alternatives for suboptimal solutions, more easily computable and not requiring the explicit knowledge of the covariance function, are proposed. A robust version of the principle is also discussed and illustrated by a small numerical example. A plan for future work is suggested. |
| Handle: | http://hdl.handle.net/11311/241753 |
| ISBN: | 3906467295, |
| Appare nelle tipologie: | 01.1 Articolo in Rivista |
File in questo prodotto:
http://hdl.handle.net/11311/241753
Copyright © 2018