Comparison of linear and nonlinear methods of confidence estimation for statistically uncertain systems

DOI10.1134/S0005117907040054MaRDI QIDQ2371619zbMATH OpenFDO

Authors N. V. Medvedeva, G. A. Timofeeva

Publication date 5 July 2007

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

zbMATH Keywords

random perturbationsKalman filtersnonlinear estimatessystems with uncertain parameters

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Control/observation systems with incomplete information (93C41) Perturbations in control/observation systems (93C73) Estimation and detection in stochastic control theory (93E10)

Recommendations

• Nonlinear confidence estimates for statistically uncertain systems
• Properties of nonlinear confidence estimates for statistically uncertain systems
• Dynamic estimates of confidence and informational sets in statistically indeterminate systems
• Nonlinear confidence estimation of signal parameters
• Constructing maximum likelihood estimates for statistically uncertain linear systems

Cites work

• scientific article; zbMATH DE number 53362 (Why is no real title available?)
• scientific article; zbMATH DE number 1462090 (Why is no real title available?)
• Minimax identification of a generalized uncertain-stochastic linear model
• Nonlinear confidence estimates for statistically uncertain systems

Cited in

(6)

• Minimax linear estimation with the probability criterion under unimodal noise and bounded parameters
• Dynamic estimates of confidence and informational sets in statistically indeterminate systems
• Constructing maximum likelihood estimates for statistically uncertain linear systems
• Distributionally robust optimization by probability criterion for estimating a bounded signal
• Nonlinear confidence estimates for statistically uncertain systems
• Properties of nonlinear confidence estimates for statistically uncertain systems

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