The parametric identification methods for many-dimensional linear models in the presence of a priori uncertainty (Q1883742)
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| Language | Label | Description | Also known as |
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| English | The parametric identification methods for many-dimensional linear models in the presence of a priori uncertainty |
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The parametric identification methods for many-dimensional linear models in the presence of a priori uncertainty (English)
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13 October 2004
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This work studies a problem of identification of a stochastic system with a priori information. The solution involves mathematical programming and a dual problem. Many theorems and lemmas are stated and proved at the end. The presented examples are very representative, interesting situations. This work, in view of its quality and depth, could have been split into several texts to be published, which would have improved its accessibility. An excellent work in my opinion.
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minimax parametric identification problem
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uncertain-stochastic model
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max affine estimation operator
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a priori information
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dual problem
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