Minimax estimation of random elements by the root-mean-square criterion
From MaRDI portal
Publication:880729
zbMath1110.93385MaRDI QIDQ880729
Publication date: 16 May 2007
Published in: Journal of Computer and Systems Sciences International (Search for Journal in Brave)
Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10)
Related Items (6)
The conditionally minimax nonlinear filtering method and modern approaches to state estimation in nonlinear stochastic systems ⋮ A statistical minimax approach to optimizing linear models under a priori uncertainty conditions ⋮ Minimax filtering in a stochastic differential system with non-stationary perturbations of unknown intensity ⋮ Control of \(M|M|1|N\) queue parameters under constraints ⋮ Minimax estimation in systems of observation with Markovian chains by integral criterion ⋮ Robust filtering of process in the stationary difference stochastic system
This page was built for publication: Minimax estimation of random elements by the root-mean-square criterion
