(1) Centre for Industrial and Applicable Mathematics, University of South Australia, SA, 5095, Australia;(2) Applied Mathematics Department, University of Adelaide, SA, 5001, Australia
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. This work was supported by the Australian Research Council under the ARC Large Grant Scheme.