Derives formulas for least favorable spectral densities and minimax spectral characteristics for mean-square optimal estimation of linear functionals of homogeneous random fields under uncertainty in spectral densities.
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Minimax approach to the estimation problem for homogeneous random fields
Derives formulas for least favorable spectral densities and minimax spectral characteristics for mean-square optimal estimation of linear functionals of homogeneous random fields under uncertainty in spectral densities.