Methods for minimax estimation under elementwise covariance uncertainty

DOI10.1134/S0005117916050064MaRDI QIDQ315153zbMATH OpenOpenAlexFDO

Authors E. N. Platonov, K. V. Semenikhin

Publication date 19 September 2016

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

Full work available at URL https://doi.org/10.1134/s0005117916050064

Mathematics Subject Classification ID

Semidefinite programming (90C22) Optimality conditions and duality in mathematical programming (90C46) Methods of reduced gradient type (90C52) Control/observation systems with incomplete information (93C41) Estimation and detection in stochastic control theory (93E10)

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Cites work

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Cited in

(4)

• The conditionally minimax nonlinear filtering method and modern approaches to state estimation in nonlinear stochastic systems
• A multivariate Chebyshev bound of the Selberg form
• IMPROVED MINIMAX ESTIMATOR OF COVARIANCE WHEN ADDITIONAL INFORMATION IS AVAILABLE ON SOME COORDINATES
• LMI-based minimax estimation and filtering under unknown covariances

Describes a project that uses

Uses Software

• SeDuMi
• CVX
• YALMIP

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