In this paper we deal with the problem of estimating a ljnear functional, Nx, when given limited information on x. We show, in a very general setting, that there always exists a linear algorithm for computing Nx which yields the least possible error relative to the given information on x. Thus the search for nonlinear algorithms will not yield smaller errors than those which are achievable by linear algorithms.
A number of special examples are also discussed.
By: Charles A. Micchelli
Published in: RC5729 in 1975
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