DocumentCode
390953
Title
Regularized estimation procedures for statistically indeterminate singular linear models
Author
Pankov, Alexei R. ; Semenikhin, Konstantin V.
Author_Institution
Moscow Aviation Inst., Russia
Volume
3
fYear
2002
fDate
10-13 Dec. 2002
Firstpage
2625
Abstract
The problem of minimax estimation for the linear multivariate regression model with uncertain second-order statistics is considered. The framework of dual optimization applied recently to the regular models is developed for the singular case by means of the regularization procedure. The results obtained are illustrated by an example of a singular model.
Keywords
minimax techniques; optimisation; parameter estimation; linear multivariate regression model; minimax estimation; regularized estimation procedures; singular model; statistically indeterminate singular linear models; uncertain second-order statistics; Electronic mail; Filtering; Linear regression; Minimax techniques; Optimization methods; State estimation; Statistics; Sufficient conditions; Symmetric matrices;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control, 2002, Proceedings of the 41st IEEE Conference on
ISSN
0191-2216
Print_ISBN
0-7803-7516-5
Type
conf
DOI
10.1109/CDC.2002.1184234
Filename
1184234
Link To Document