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Avtomatika i Telemekhanika, 2011, Issue 5, Pages 69–81
(Mi at1704)
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This article is cited in 3 scientific papers (total in 3 papers)
Stochastic Systems, Queuing Systems
Estimation of functional dependency parameters at zero median value of noises in measurements
P. I. Balk Institute of Applied Geodesy, Berlin, the Federal Republic of Germany
Abstract:
In the paper, we study a problem of estimating functional dependency parameters by empirical data with random noises. A specific feature of the formulation is a replacement of a traditional assumption of zero mathematical expectation of a noise by the condition of equality to zero of a median value of the noise. We represent an algorithm for constructing estimates of parameters minimizing a mathematical expectation of losses including the variant of spline approximation. We interpret such estimates. The results of the experiments are given.
Citation:
P. I. Balk, “Estimation of functional dependency parameters at zero median value of noises in measurements”, Avtomat. i Telemekh., 2011, no. 5, 69–81; Autom. Remote Control, 72:5 (2011), 964–974
Linking options:
https://www.mathnet.ru/eng/at1704 https://www.mathnet.ru/eng/at/y2011/i5/p69
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