Minimax estimation in singular uncertain stochastic models

DOI10.1023/A:1020078020019zbMath1094.93550OpenAlexW1536699926MaRDI QIDQ1778749

K. V. Semenikhin, Alexei R. Pankov

Publication date: 17 June 2005

Published in: Automation and Remote Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1020078020019

Mathematics Subject Classification ID

Identification in stochastic control theory (93E12) Inverse problems in optimal control (49N45)

Related Items (5)

Minimax estimation by probabilistic criterion ⋮ Minimax estimation for singular linear multivariate models with mixed uncertainty ⋮ Minimax filtering in a stochastic differential system with non-stationary perturbations of unknown intensity ⋮ Minimax nature of the linear estimates of the indefinite stochastic vector from the generalized probabilistic criteria ⋮ Robust filtering of process in the stationary difference stochastic system

This page was built for publication: Minimax estimation in singular uncertain stochastic models