Optimal Recovery of Linear Functionals on Sets of Finite Dimension
Matematičeskie zametki, Tome 84 (2008) no. 4, pp. 602-608.

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Suppose that $X$ is a linear space and $L_1,\dots,L_n$ is a system of linearly independent functionals on $P$, where $P\subset X$ is a bounded set of dimension $n+1$. Suppose that the linear functional $L_0$ is defined in $X$. In this paper, we find an algorithm that recovers the functional $L_0$ on the set $P$ with the least error among all linear algorithms using the information $L_1f,\dots,L_nf$, $f\in P$.
Keywords: optimal recovery of a linear functional, optimal complexity, information operator, information radius, problem complexity, Chebyshev polynomial.
Mots-clés : optimal interpolation
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S. P. Sidorov. Optimal Recovery of Linear Functionals on Sets of Finite Dimension. Matematičeskie zametki, Tome 84 (2008) no. 4, pp. 602-608. http://geodesic.mathdoc.fr/item/MZM_2008_84_4_a11/

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