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Optimality of linear algorithms in ``worst correlation problem

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Publication:914636
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zbMath0701.93093MaRDI QIDQ914636

Alexander Matasov

Publication date: 1989

Published in: Moscow University Mechanics Bulletin (Search for Journal in Brave)


zbMATH Keywords

random measurement interferenceworst correlation problem


Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Least squares and related methods for stochastic control systems (93E24)


Related Items (2)

Optimizing estimation of a statistically undefined system ⋮ Minimax nature of the linear estimates of the indefinite stochastic vector from the generalized probabilistic criteria







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