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Estimation of functional dependency parameters at zero median value of noises in measurements

  • Stochastic Systems, Queueing Systems
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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.

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Authors and Affiliations

  1. Institute of Applied Geodesy, Berlin, the Federal Republic of Germany

    P. I. Balk

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  1. P. I. Balk
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Original Russian Text © P.I. Balk, 2011, published in Avtomatika i Telemekhanika, 2011, No. 5, pp. 69–81.

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Balk, P.I. Estimation of functional dependency parameters at zero median value of noises in measurements. Autom Remote Control 72, 964–974 (2011). https://doi.org/10.1134/S0005117911050055

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  • DOI: https://doi.org/10.1134/S0005117911050055

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