Estimation of the parameters of motion under the action of nonmodelable accelerations (Q1174084)

In the paper the minimax problem of guaranteed estimation is considered. It is presupposed that only the class of distributions is known a priori, and the problem of determination of the best method of estimation for the worst distribution (in some sense) belonging to this class is studied. The author proposes an effective algorithm for solving the estimation problem, based on a reduction to the problem of generalized linear impulse correction.