Optimal recovery of linear functionals on sets of finite dimension |
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| Authors: | S P Sidorov |
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| Institution: | 1. Saratov State University, Saratov, Russia
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| Abstract: | Suppose that X is a linear space and L 1, …, L n is a system of linearly independent functionals on P, where P ? 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 1 f, …, L n f, f ∈ P. |
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