Minimax linear estimation with the probability criterion under unimodal noise and bounded parameters

DOI10.1134/S0005117920070024zbMATH Open1455.93191OpenAlexW3081220908MaRDI QIDQ828092FDOQ828092

Authors: A. S. Arkhipov, K. V. Semenikhin 

Publication date: 14 January 2021

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

Full work available at URL: https://doi.org/10.1134/s0005117920070024

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zbMATH Keywords

minimax estimationprobability criterionbounded parametersunimodal noiseworst-case distribution

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Geometric methods (93B27)

Cites Work

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Cited In (13)

• Distributionally robust optimization by probability criterion for estimating a bounded signal
• Parameter estimation with expected and residual-at-risk criteria
• Confidence analysis of linear unbiased estimates under uncertain unimodal noise distributions
• Minimax linear estimation in a white noise problem
• Minimax estimation by probabilistic criterion
• Minimax robust nonstationary signal estimation based on a \(p\)-point uncertainty model
• Unconditional Maximum Likelihood Performance at Finite Number of Samples and High Signal-to-Noise Ratio
• Optimal estimation from limited noisy data
• A posteriori minimax estimation with likelihood constraints
• Title not available (Why is that?)
• Some constructive results in guaranteed parameter estimation
• On selecting the minimum observation time for determining the Leq of a random noise with a given level of confidence
• Title not available (Why is that?)

Uses Software

• CVX

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