Minimax nature of the linear estimates of the indefinite stochastic vector from the generalized probabilistic criteria
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Publication:927588
DOI10.1134/S0005117907110070zbMath1146.93045MaRDI QIDQ927588
Publication date: 9 June 2008
Published in: Automation and Remote Control (Search for Journal in Brave)
Estimation and detection in stochastic control theory (93E10) Optimal stochastic control (93E20) Stochastic systems in control theory (general) (93E03) Optimality conditions for problems involving randomness (49K45)
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