Minimax-statistical approach to increasing reliability of measurement information processing

DOI10.1134/S0005117910020074zbMath1211.93115MaRDI QIDQ1956879

E. Yu. Ignashchenko, K. V. Semenikhin, Alexei R. Pankov

Publication date: 24 September 2010

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

zbMATH Keywords

numerical modelingminimax estimationcovariance matricesmotion of flight vehicles

Mathematics Subject Classification ID

Application models in control theory (93C95) Estimation and detection in stochastic control theory (93E10)

Related Items (4)

Methods for minimax estimation under elementwise covariance uncertainty ⋮ Method of dummy measurements for multiple model estimation of processes in a linear stochastic system ⋮ Robust filtering of process in the stationary difference stochastic system ⋮ Robust synthesis of kinematic motion model of an aircraft

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• On minimax robustness: A general approach and applications
• Robust techniques for signal processing: A survey
• The Kalman filter: A robust estimator for some classes of linear quadratic problems
• Robust Portfolio Selection Problems

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