Minimax linear estimation with the probability criterion under unimodal noise and bounded parameters

DOI10.1134/S0005117920070024zbMath1455.93191OpenAlexW3081220908MaRDI QIDQ828092

K. V. Semenikhin, A. S. Arkhipov

Publication date: 14 January 2021

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

Full work available at URL: https://doi.org/10.1134/s0005117920070024

zbMATH Keywords

minimax estimationprobability criterionbounded parametersunimodal noiseworst-case distribution

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Geometric methods (93B27)

Related Items (1)

Distributionally robust optimization by probability criterion for estimating a bounded signal

Uses Software

• CVX

Cites Work

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