Regularized estimation procedures for statistically indeterminate singular linear models

被引：0

作者：

Pankov, AR ^{[1
]}

Semenikhin, KV ^{[1
]}

机构：

[1] Moscow Inst Aviat Technol, Moscow, Russia

来源：

PROCEEDINGS OF THE 41ST IEEE CONFERENCE ON DECISION AND CONTROL, VOLS 1-4 | 2002年

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：

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.

引用

页码：2625 / 2626

页数：2

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