Minimax estimation methods under ellipsoidal constraints

DOI10.1134/S0005117913040073zbMath1275.93056OpenAlexW2103241395MaRDI QIDQ384246

K. V. Semenikhin, A. A. Mamaev

Publication date: 27 November 2013

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

Full work available at URL: https://doi.org/10.1134/s0005117913040073

zbMATH Keywords

semidefinite programmingellipsoidal constraintslinear observation modelminimax estimation methods

Mathematics Subject Classification ID

Semidefinite programming (90C22) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05) Observability (93B07)

Related Items (1)

Methods for minimax estimation under elementwise covariance uncertainty

Uses Software

• SeDuMi
• CVX

Cites Work

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