Minimax estimation methods under ellipsoidal constraints
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Publication:384246
DOI10.1134/S0005117913040073zbMATH Open1275.93056OpenAlexW2103241395MaRDI QIDQ384246FDOQ384246
Authors: A. A. Mamaev, K. V. Semenikhin 
Publication date: 27 November 2013
Published in: Automation and Remote Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1134/s0005117913040073
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Semidefinite programming (90C22) Observability (93B07) Linear systems in control theory (93C05) Estimation and detection in stochastic control theory (93E10)
Cites Work
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Cited In (8)
- Title not available (Why is that?)
- Linear minimax estimation with ellipsoidal constraints
- Multivariate targeting with applications to ellipse estimation.
- On the possibility of effenciently solving the robust estimation problem with linear constraints on the estimated vector
- Methods for minimax estimation under elementwise covariance uncertainty
- Numerical methods for linear minimax estimation
- Minimax estimators for location vectors in elliptical distributions with unknown scale parameter and its application to variance reduction in simulation
- Title not available (Why is that?)
Uses Software
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