Minimax identification of a generalized uncertain-stochastic linear model

zbMath1054.93526MaRDI QIDQ1882174

K. V. Semenikhin, Alexei R. Pankov

Publication date: 19 October 2004

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

Mathematics Subject Classification ID

Identification in stochastic control theory (93E12)

Related Items (13)

Minimax estimation by probabilistic criterion ⋮ Comparison of linear and nonlinear methods of confidence estimation for statistically uncertain systems ⋮ Methods for minimax estimation under elementwise covariance uncertainty ⋮ The conditionally minimax nonlinear filtering method and modern approaches to state estimation in nonlinear stochastic systems ⋮ Optimizing estimation of a statistically undefined system ⋮ Minimax estimation for singular linear multivariate models with mixed uncertainty ⋮ Minimax estimation methods under ellipsoidal constraints ⋮ A posteriori minimax estimation with likelihood constraints ⋮ Minimax-statistical approach to increasing reliability of measurement information processing ⋮ Constructing maximum likelihood estimates for statistically uncertain linear systems ⋮ Properties of nonlinear confidence estimates for statistically uncertain systems ⋮ Robust filtering of process in the stationary difference stochastic system ⋮ Robust synthesis of kinematic motion model of an aircraft

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