• DocumentCode
    336680
  • Title

    Minimax estimation in generalized linear uncertain-stochastic model

  • Author

    Pankov, Alexei R. ; Semenikhin, Konstantin V.

  • Author_Institution
    Dept. of Appl. Math., Moscow State Aviation Inst., Russia
  • Volume
    3
  • fYear
    1998
  • fDate
    1998
  • Firstpage
    2902
  • Abstract
    The problem of minimax-optimal parameter estimation in a multidimensional linear uncertain-stochastic regression model is considered. The specific character of the model under consideration follows from the assumption that the model parameters can be indeterminate (both bounded and unbounded) and stochastic with partially known characteristics. The complete solution to the estimation problem is given, main corollaries are considered
  • Keywords
    linear systems; multidimensional systems; parameter estimation; statistical analysis; stochastic systems; uncertain systems; minimax-optimal parameter estimation; multidimensional linear uncertain-stochastic regression model; partially known characteristics; Mathematics; Minimax techniques; Stochastic resonance;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Decision and Control, 1998. Proceedings of the 37th IEEE Conference on
  • Conference_Location
    Tampa, FL
  • ISSN
    0191-2216
  • Print_ISBN
    0-7803-4394-8
  • Type

    conf

  • DOI
    10.1109/CDC.1998.757917
  • Filename
    757917