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Avtomatika i Telemekhanika, 2004, Issue 2, Pages 148–156
(Mi at1527)
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This article is cited in 1 scientific paper (total in 1 paper)
Optimization od Dynamic Systems
Minimax identification of a nonlinear dynamic observation system
A. R. Pankov, A. S. Popov Moscow Aviation Institute (State University of Aerospace Technologies)
Abstract:
Minimax optimization of the estimate of parameters of a nonlinear observation model containing random errors with unknown covariance matrices is investigated. An iteration algorithm for computing the minimax estimate is designed and its convergence is demonstrated. Theoretical results are tested by concrete examples.
Citation:
A. R. Pankov, A. S. Popov, “Minimax identification of a nonlinear dynamic observation system”, Avtomat. i Telemekh., 2004, no. 2, 148–156; Autom. Remote Control, 65:2 (2004), 291–298
Linking options:
https://www.mathnet.ru/eng/at1527 https://www.mathnet.ru/eng/at/y2004/i2/p148
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Statistics & downloads: |
Abstract page: | 233 | Full-text PDF : | 86 | References: | 42 | First page: | 2 |
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