Optimal Recursive Estimation of Raw Data

Anatoli Torokhti (), Phil Howlett () and Charles Pearce ()

Annals of Operations Research, 2005, vol. 133, issue 1, 285-302

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. Copyright Springer Science + Business Media, Inc. 2005

Keywords: error minimization; stochastic vector; optimal estimate (search for similar items in EconPapers)
Date: 2005
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DOI: 10.1007/s10479-004-5039-5

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