Radius of information for two intersected centered hyperellipsoids and implications in optimal recovery from inaccurate data (Q6540038)

This paper considers the problem of how to determine the optimal way to recover the linear quantities of objects belonging to a known model set and observed by a specified linear process from a worst-case point of view. It is shown that if the model set is the intersection of two hyperellipsoids centered at the origin, then there is a linear optimal recovery method.