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
Link To Document