A new theoretical and algorithmical basis for estimation, identification and control
type: Item
instance of: scholarly article
title: A new theoretical and algorithmical basis for estimation, identification and control
zbMATH Open document ID: 0608.93002
DOI: 10.1016/0005-1098(86)90004-X
author: P. Kovanic
published in: Automatica
publication date: 1986-01-01T00:00:00Z
review text: A new theory applicable to data treatment is briefly exposed. This (gnostical) theory derives a mathematical model of data disturbed by uncertainly, the statistical model of which may be unknown or even unjustifiable. Gnostical theory is based on two simple axioms. It results in laws governing the uncertainty of each individual datum such as variational principles of virtual kinematics of real data and of their dynamics, closely related to entropy and information of data. Algorithms resulting from gnostical theory maximize the information obtained from data and yield data characteristics robust with respect to outlying or inlying data. Fields of application include the estimation of both location and scale parameters of small data samples and of their generalized correlations, robust estimation of probability and of probability distribution, non-linear discrete filtering, prediction and smoothing, identification of systems strong disturbances and adaptive setting of alarm systems, robust identification of regression models, robust control, cluster analysis etc.
Mathematics Subject Classification ID: 93A05
Mathematics Subject Classification ID: 68U20
Mathematics Subject Classification ID: 93E10
Mathematics Subject Classification ID: 62H30
Mathematics Subject Classification ID: 93B30
Mathematics Subject Classification ID: 93B35
Mathematics Subject Classification ID: 93C40
Mathematics Subject Classification ID: 93E11
Mathematics Subject Classification ID: 93E12
Mathematics Subject Classification ID: 62M20
Mathematics Subject Classification ID: 94A15
Mathematics Subject Classification ID: 93E14
Mathematics Subject Classification ID: 93E25
zbMATH DE Number: 3985039
zbMATH Keywords: cognitive systems
zbMATH Keywords: Gnostical theory
zbMATH Keywords: uncertainty
zbMATH Keywords: robust estimation
zbMATH Keywords: non- linear discrete filtering
zbMATH Keywords: robust control
MaRDI profile type: Publication
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full work available at URL: 0005-1098(86)90004-x
OpenAlex ID: W2166240282
description: scientific article; zbMATH DE number 3985039