论文标题
定期相关的随机序列的插值问题，观察结果缺失
Interpolation problem for periodically correlated stochastic sequences with missing observations
论文作者
论文摘要
考虑到定期相关随机序列的未观察到的线性功能的均值最佳估计问题。估计值基于对噪声的序列的观察。计算公式在光谱确定性的情况下得出了均方根误差和功能最佳估计的光谱特性，其中序列的光谱密度是完全已知的。在光谱不确定性的情况下，提出了确定最低良好光谱密度和最小光谱特性的公式，其中序列的光谱密度尚不清楚，而某些类别的可允许光谱密度则指定。
The problem of mean square optimal estimation of linear functionals which depend on the unobserved values of a periodically correlated stochastic sequence is considered. The estimates are based on observations of the sequence with a noise. Formulas for calculation the mean square errors and the spectral characteristics of the optimal estimates of functionals are derived in the case of spectral certainty, where the spectral densities of the sequences are exactly known. Formulas that determine the least favorable spectral densities and the minimax spectral characteristics are proposed in the case of spectral uncertainty, where the spectral densities of the sequences are not exactly known while some classes of admissible spectral densities are specified.
