Minimax estimation by probabilistic criterion

DOI10.1134/S0005117907030058zbMath1125.93064MaRDI QIDQ2371601

K. V. Semenikhin, Alexei R. Pankov

Publication date: 5 July 2007

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

zbMATH Keywords

uncertain parametersrandom quantitiesmultidimensional linear regression model

Mathematics Subject Classification ID

Minimax procedures in statistical decision theory (62C20) Estimation and detection in stochastic control theory (93E10) Stochastic systems in control theory (general) (93E03)

Related Items (9)

Minimax linear estimation with the probability criterion under unimodal noise and bounded parameters ⋮ The conditionally minimax nonlinear filtering method and modern approaches to state estimation in nonlinear stochastic systems ⋮ Design of Pareto-optimal linear quadratic estimates, filters and controllers ⋮ Confidence analysis of linear unbiased estimates under uncertain unimodal noise distributions ⋮ Optimal estimation and filtration under unknown covariances of random factors ⋮ Distributionally robust optimization by probability criterion for estimating a bounded signal ⋮ Minimax nature of the linear estimates of the indefinite stochastic vector from the generalized probabilistic criteria ⋮ Two-sided probability bound for a symmetric unimodal random variable ⋮ A multivariate Chebyshev bound of the Selberg form

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• Robust techniques for signal processing: A survey
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