Minimax a posteriori estimation in the hidden Markov models

DOI10.1134/S0005117907110033zbMath1146.93374OpenAlexW1976866273MaRDI QIDQ927584

Andrey V. Borisov

Publication date: 9 June 2008

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

Full work available at URL: https://doi.org/10.1134/s0005117907110033

zbMATH Keywords

Bayesian estimationminimax estimationstatistical parametric uncertainty

Mathematics Subject Classification ID

Bayesian inference (62F15) Continuous-time Markov processes on general state spaces (60J25) Control/observation systems with incomplete information (93C41) Estimation and detection in stochastic control theory (93E10)

Related Items (2)

The conditionally minimax nonlinear filtering method and modern approaches to state estimation in nonlinear stochastic systems ⋮ Minimax estimation in systems of observation with Markovian chains by integral criterion

Cites Work

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• Preliminary distribution analysis for the states of special control systems with random structure
• Robust filtering and prediction for linear systems with uncertain dynamics: A game-theoretic approach
• Stochastic partial differential equations and filtering of diffusion processes

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