Robust Estimation of a Random Parameter in a Gaussian Linear Model With Joint Eigenvalue and Elementwise Covariance Uncertainties

DOI10.1109/TSP.2009.2036063MaRDI QIDQ4570732zbMATH OpenOpenAlexDBLPWikidataFDO

Authors Roni Mittelman, Eric Miller

Publication date 9 July 2018

Published in IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/tsp.2009.2036063

Mathematics Subject Classification ID

Robustness and adaptive procedures (parametric inference) (62F35) Linear regression; mixed models (62J05)

Cited in

(4)

• Robust and Nonlinear Control: literature survey (No. 18)
• Reduced-rank estimation for ill-conditioned stochastic linear model with high signal-to-noise ratio
• Minimax linear filtering of random sequences with uncertain covariance function
• Methods for minimax estimation under elementwise covariance uncertainty

This page was built for publication: Robust Estimation of a Random Parameter in a Gaussian Linear Model With Joint Eigenvalue and Elementwise Covariance Uncertainties

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4570732)