Geodesic
Computational scheme for invariantly unbiased estimation of linear operators in a given class
Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 48 (2008) no. 4, pp. 580-592 
Yu. G. Bulychev; A. V. Eliseev. Computational scheme for invariantly unbiased estimation of linear operators in a given class. Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 48 (2008) no. 4, pp. 580-592. http://geodesic.mathdoc.fr/item/ZVMMF_2008_48_4_a3/
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Voir la notice de l'article provenant de la source Math-Net.Ru

The values of linear operators of a given class are estimated in the case of measurements including piecewise continuous noise of deterministic structure with unknown parameters. A computational scheme producing unbiased linear estimates that are invariant under the noise is developed. An illustrative example is presented.

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