Minimax estimation in systems of observation with Markovian chains by integral criterion
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Publication:544773
DOI10.1134/S0005117911020056zbMath1231.93109MaRDI QIDQ544773
Publication date: 16 June 2011
Published in: Automation and Remote Control (Search for Journal in Brave)
Markovian chain; conditional mathematical expectation; estimation of states and parameters in stochastic dynamic systems; observation with discrete time
93C55: Discrete-time control/observation systems
93E10: Estimation and detection in stochastic control theory
60J10: Markov chains (discrete-time Markov processes on discrete state spaces)
49J35: Existence of solutions for minimax problems
49J55: Existence of optimal solutions to problems involving randomness