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
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;
Conference_Titel :
Decision and Control, 1998. Proceedings of the 37th IEEE Conference on
Conference_Location :
Tampa, FL
Print_ISBN :
0-7803-4394-8
DOI :
10.1109/CDC.1998.757917