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

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