Optimality of linear algorithms in ``worst correlation problem

MaRDI QIDQ914636zbMATH OpenFDO

Authors A. I. Matasov

Publication date 1989

Published in Moscow University Mechanics Bulletin (Search for Journal in Brave)

zbMATH Keywords

random measurement interferenceworst correlation problem

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Least squares and related methods for stochastic control systems (93E24)

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• Optimal linear estimator based on estimators with unknown biases. I
• Minimax nature of the linear estimates of the indefinite stochastic vector from the generalized probabilistic criteria
• Maximization of Correlation under a Quadratic Constraint
• Optimal Gaussian signal measurement

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