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Optimal Recursive Estimation of Raw Data

Author

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  • Anatoli Torokhti
  • Phil Howlett
  • Charles Pearce

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

Suggested Citation

  • Anatoli Torokhti & Phil Howlett & Charles Pearce, 2005. "Optimal Recursive Estimation of Raw Data," Annals of Operations Research, Springer, vol. 133(1), pages 285-302, January.
    • Handle: RePEc:spr:annopr:v:133:y:2005:i:1:p:285-302:10.1007/s10479-004-5039-5
    DOI: 10.1007/s10479-004-5039-5
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