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
收藏
页码：1632 / 1643
页数：12
相关论文
共 50 条
  • [31] A generalized linear stochastic model for lake level prediction
    Zeynoddin, Mohammad
    Bonakdari, Hossein
    Ebtehaj, Isa
    Azari, Arash
    Gharabaghi, Bahram
    SCIENCE OF THE TOTAL ENVIRONMENT, 2020, 723
  • [32] Online learning stochastic model predictive control of linear uncertain systems
    Li, Fei
    Li, Huiping
    Li, Shaoyuan
    He, Yuyao
    INTERNATIONAL JOURNAL OF ROBUST AND NONLINEAR CONTROL, 2022, 32 (17) : 9275 - 9293
  • [33] Minimax linear filtering of random sequences with uncertain covariance function
    Semenikhin, K. V.
    AUTOMATION AND REMOTE CONTROL, 2016, 77 (02) : 226 - 241
  • [34] Minimax linear filtering of random sequences with uncertain covariance function
    K. V. Semenikhin
    Automation and Remote Control, 2016, 77 : 226 - 241
  • [35] Minimax optimal control of stochastic uncertain systems with relative entropy constraints
    Petersen, IR
    James, MR
    Dupuis, P
    PROCEEDINGS OF THE 36TH IEEE CONFERENCE ON DECISION AND CONTROL, VOLS 1-5, 1997, : 2248 - 2253
  • [36] Minimax optimal control of stochastic uncertain systems with relative entropy constraints
    Petersen, IR
    James, MR
    Dupuis, P
    IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2000, 45 (03) : 398 - 412
  • [37] Absolute stabilization and minimax optimal control of uncertain systems with stochastic uncertainty
    Ugrinovskii, VA
    Petersen, IR
    SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 1999, 37 (04) : 1089 - 1122
  • [38] Observability of linear stochastic uncertain systems
    Ugrinovskii, VA
    IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2003, 48 (12) : 2264 - 2269
  • [39] Linear stochastic programming with minimax quantile and probability criterions
    Pankov, AR
    Platonov, EN
    Popov, AS
    Siemenikhin, K
    2004 43RD IEEE CONFERENCE ON DECISION AND CONTROL (CDC), VOLS 1-5, 2004, : 3179 - 3182
  • [40] Observability of linear Stochastic uncertain systems
    Ugrinovskii, VA
    PROCEEDINGS OF THE 41ST IEEE CONFERENCE ON DECISION AND CONTROL, VOLS 1-4, 2002, : 3035 - 3039
12345