Some constructive results in guaranteed parameter estimation

MaRDI QIDQ1057017zbMATH OpenFDO

Authors V. L. Gurin

Publication date 1984

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

zbMATH Keywords

saddle pointlocation parameterExistence theoremsC-robust parameter estimationconstructive resultscorrelation- robust estimationincomplete information about noise correlationlinear transformations of the datalinear unbiased estimateminimax-optimal estimates

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Robustness and adaptive procedures (parametric inference) (62F35)

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(7)

• Linear regression with constraints on correlation coefficients
• Confidence analysis of linear unbiased estimates under uncertain unimodal noise distributions
• Guaranteeing parameter estimation with anomalous measurement errors
• Optimality of linear algorithms in ``worst correlation problem
• Traditional Parameter Estimation Versus Estimation of Guaranteed Parameter Sets
• Guaranteed non-linear estimation using constraint propagation on sets
• scientific article; zbMATH DE number 6258595 (Why is no real title available?)

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