Minimax methods for estimation

The fundamental problems of minimax estimation are described and the solving methods are set forth. The linear programming based solutions (Ch. I) are proposed for the minimax estimation problem under uncertain correlation of measurement errors (Ch. II), for the problem of generalized impulse correction (Ch. III), and for the problem of the optimal design of measurement experiments (Ch. IV). In concluding comments a comparison of the author’s results with the investigations of other researchers is presented.