Minimax identification of a generalized uncertain-stochastic linear model

被引：0

作者：

Pankov, AR ^{[1
]}

Semenikhin, KV ^{[1
]}

机构：

[1] Moscow State Aviat Inst Tech Univ, Moscow, Russia

来源：

AUTOMATION AND REMOTE CONTROL | 1998年 / 59卷 / 11期

关键词：

D O I：

暂无

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

A problem of the parametric identification of a vectorial linear regression model is considered under conditions of incomplete prior information on the characteristics of the model parameters and the observation errors. An explicit expression for a minimax estimation operator is derived and pecial cases of the model are treated. Results of numerical experiments are given.

引用

页码：1632 / 1643

页数：12

共 50 条

[1] Minimax estimation in generalized linear uncertain-stochastic model
Pankov, AR
Semenikhin, KV
PROCEEDINGS OF THE 37TH IEEE CONFERENCE ON DECISION AND CONTROL, VOLS 1-4, 1998, : 2902 - 2903
[2] MINIMAX ESTIMATION IN UNCERTAIN-STOCHASTIC LINEAR-DIFFERENTIAL SYSTEMS
BORISOV, AV
PANKOV, AR
SOTSKII, NM
AUTOMATION AND REMOTE CONTROL, 1992, 53 (04) : 521 - 527
[3] Minimax control of a process in a linear uncertain-stochastic system with incomplete data
Miller, G. B.
Pankov, A. R.
AUTOMATION AND REMOTE CONTROL, 2007, 68 (11) : 2042 - 2055
[4] Minimax control of a process in a linear uncertain-stochastic system with incomplete data
G. B. Miller
A. R. Pankov
Automation and Remote Control, 2007, 68 : 2042 - 2055
[5] Minimax linear estimation in generalized uncertain-stochastic systems II. Minimax filtering in dynamic systems described by stochastic differential equations with measure
Borisov, AV
Pankov, AR
AUTOMATION AND REMOTE CONTROL, 1998, 59 (06) : 867 - 876
[6] Minimax linear estimation in generalized uncertain-stochastic systems. I. Estimation of random elements with values in Hilbert spaces
Borisov, AV
Pankov, AR
AUTOMATION AND REMOTE CONTROL, 1998, 59 (05) : 695 - 702
[7] Minimax linear estimation in generalized uncertain stochastic systems. I
Borisov, A.V.
Pankov, A.R.
Avtomatika i Telemekhanika, 1998, (05): : 102 - 111
[8] Process estimation in uncertain-stochastic systems
Pankov, A.R.
Borisov, A.V.
Advances in Modelling & Simulation, 1992, 32 (01): : 1 - 12
[9] A SOLUTION OF THE FILTERING AND SMOOTHING PROBLEMS FOR UNCERTAIN-STOCHASTIC LINEAR DYNAMIC-SYSTEMS
PANKOV, AR
BORISOV, AV
INTERNATIONAL JOURNAL OF CONTROL, 1994, 60 (03) : 413 - 423
[10] Minimax filtering in linear stochastic uncertain discrete-continuous systems
G. B. Miller
A. R. Pankov
Automation and Remote Control, 2006, 67 : 413 - 427

← 1 2 3 4 5 →