Probabilistic Optimal Estimation With Uniformly Distributed Noise

DOI10.1109/TAC.2014.2318092MaRDI QIDQ2983071zbMATH OpenFDO

Authors Fabrizio Dabbene, Mario Sznaier, Roberto Tempo

Publication date 16 May 2017

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/TAC.2014.2318092

Mathematics Subject Classification ID

Point estimation (62F10) Linear regression; mixed models (62J05) Randomized algorithms (68W20) Control/observation systems with incomplete information (93C41) Estimation and detection in stochastic control theory (93E10)

Cited in

(7)

• Optimal estimation from limited noisy data
• On substantiation of the principle of uniformity in the problem of optimization of the probabilistic performance
• Performance of the stochastic MV-PURE estimator in highly noisy settings
• Facing undermodelling in sign-perturbed-sums system identification
• Asymptotic properties of SPS confidence regions
• Robust Opportunistic Inference From Non-Homogeneous Distribution-Free Measurements
• Signed-perturbed sums estimation of ARX systems: exact coverage and strong consistency

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