Minimax estimation in generalized linear uncertain-stochastic model

被引：0

作者：

Pankov, AR ^{[1
]}

Semenikhin, KV ^{[1
]}

机构：

[1] Moscow State Aviat Inst, Dept Math Appl, Moscow 125871, Russia

来源：

PROCEEDINGS OF THE 37TH IEEE CONFERENCE ON DECISION AND CONTROL, VOLS 1-4 | 1998年

关键词：

uncertain-stochastic model; minimax estimation method;

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：

The problem of minimax-optimal parameter estimation in multidimensional linear uncertain-stochastic regression model is considered. The specific character of the model under consideration follows fi om 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.

引用

页码：2902 / 2903

页数：2

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