DocumentCode :
336680
Title :
Minimax estimation in generalized linear uncertain-stochastic model
Author :
Pankov, Alexei R. ; Semenikhin, Konstantin V.
Author_Institution :
Dept. of Appl. Math., Moscow State Aviation Inst., Russia
Volume :
3
fYear :
1998
fDate :
1998
Firstpage :
2902
Abstract :
The problem of minimax-optimal parameter estimation in a multidimensional linear uncertain-stochastic regression model is considered. The specific character of the model under consideration follows from the assumption that the model parameters can be indeterminate (both bounded and unbounded) and stochastic with partially known characteristics. The complete solution to the estimation problem is given, main corollaries are considered
Keywords :
linear systems; multidimensional systems; parameter estimation; statistical analysis; stochastic systems; uncertain systems; minimax-optimal parameter estimation; multidimensional linear uncertain-stochastic regression model; partially known characteristics; Mathematics; Minimax techniques; Stochastic resonance;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
Decision and Control, 1998. Proceedings of the 37th IEEE Conference on
Conference_Location :
Tampa, FL
ISSN :
0191-2216
Print_ISBN :
0-7803-4394-8
Type :
conf
DOI :
10.1109/CDC.1998.757917
Filename :
757917
Link To Document :
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