Minimax estimation methods under ellipsoidal constraints

被引：0
作者：
A. A. Mamaev
K. V. Semenikhin
机构：
[1] Moscow State Aviation Institute,
来源：
Automation and Remote Control | 2013年 / 74卷
关键词：
Remote Control; Dual Problem; Estimation Operator; Dual Optimization; Minimax Estimation;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
We consider the minimax estimation problem in a linear observation model under ellipsoidal constraints on the vector of unknown parameters. To solve the problem, we use dual optimization and semidefinite programming methods. The developed algorithms are applied to constructing motion parameter estimates for a maneuvering flying vehicle under constraints on the acceleration vector.
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页码：642 / 659
页数：17
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