Linear estimation for statistically uncertain systems
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Minimax procedures in statistical decision theory (62C20) Inference from stochastic processes and prediction (62M20) Linear systems in control theory (93C05) Control/observation systems in abstract spaces (93C25) Control/observation systems with incomplete information (93C41) Estimation and detection in stochastic control theory (93E10) Filtering in stochastic control theory (93E11)
Recommendations
- Minimax linear estimation in generalized uncertain-stochastic systems. I: Estimation of random elements with values in Hilbert spaces
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- scientific article; zbMATH DE number 14809
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- A modified inconsistency method for the statistically indeterminate estimation problem
- Minimax linear filtering of random sequences with uncertain covariance function
- Methods for minimax estimation under elementwise covariance uncertainty
- Computational scheme for invariantly unbiased estimation of linear operators in a given class
- scientific article; zbMATH DE number 610312 (Why is no real title available?)
- ON UNBIASED PARAMETER ESTIMATION OF LINEAR SYSTEMS USING NOISY MEASUREMENTS
- Competitive Robust Estimation for Uncertain Linear Dynamic Models
- Estimation of systems with statistically-constrained inputs
- Properties of nonlinear confidence estimates for statistically uncertain systems
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