Minimax estimation in singular uncertain stochastic models
From MaRDI portal
(Redirected from Minimax estimation in singular uncertain stochastic models)
Recommendations
- Minimax identification of a generalized uncertain-stochastic linear model
- Minimax estimation for singular linear multivariate models with mixed uncertainty
- Minimax state estimation for linear stochastic systems with noise uncertainty
- scientific article; zbMATH DE number 920743
- The optimality of linear estimation algorithms in minimax identification
Cited in
(13)- Minimax estimation in uncertain-stochastic linear differential systems
- Minimax identification of a generalized uncertain-stochastic linear model
- The parametric identification methods for many-dimensional linear models in the presence of a priori uncertainty
- A posteriori minimax estimation with likelihood constraints
- Minimax filtering in a stochastic differential system with non-stationary perturbations of unknown intensity
- Minimax estimation by probabilistic criterion
- Minimax estimation of parameters of linear discrete periodic processes under uncertainness
- scientific article; zbMATH DE number 125275 (Why is no real title available?)
- scientific article; zbMATH DE number 1748553 (Why is no real title available?)
- scientific article; zbMATH DE number 894866 (Why is no real title available?)
- Robust filtering of process in the stationary difference stochastic system
- Minimax estimation for singular linear multivariate models with mixed uncertainty
- Minimax nature of the linear estimates of the indefinite stochastic vector from the generalized probabilistic criteria
This page was built for publication: Minimax estimation in singular uncertain stochastic models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1778749)
