The optimality of linear estimation algorithms in minimax identification

DOI10.1023/B:AURC.0000019382.18600.73zbMath1095.93033OpenAlexW2016652409MaRDI QIDQ2487746

K. V. Semenikhin

Publication date: 8 August 2005

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

Full work available at URL: https://doi.org/10.1023/b:aurc.0000019382.18600.73

Mathematics Subject Classification ID

Minimax procedures in statistical decision theory (62C20) Identification in stochastic control theory (93E12)

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Minimax estimation by probabilistic criterion, Minimax nature of the linear estimates of the indefinite stochastic vector from the generalized probabilistic criteria