RAP-method (random perturbation method) for finding \(S\)-minimax control vectors and parameter estimates for some linear systems with random coefficients

DOI10.1515/rose-2019-2023zbMath1433.65059OpenAlexW2990247674MaRDI QIDQ2283941

A. I. Vladimirova, Vyacheslav L. Girko, Larissa D. Shevchuk

Publication date: 13 January 2020

Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/rose-2019-2023

zbMATH Keywords

random matricescanonical equation

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Random matrices (algebraic aspects) (15B52) Numerical methods for matrix equations (65F45)

Related Items (1)

RAP-method (random perturbation method) for minimax \(G\)-filter

Cites Work

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