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Journal of Automation and Information Sciences
SJR: 0.238 SNIP: 0.464 CiteScore™: 0.27

ISSN 印刷: 1064-2315
ISSN オンライン: 2163-9337

巻:
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Journal of Automation and Information Sciences

DOI: 10.1615/JAutomatInfScien.v30.i1.30
pages 29-42

Minimax Estimation of Solutions to Quasilinear Stochastic Equations

Alexander G. Nakonechnyi
Kiev National Taras Shevchenko University, Kiev

要約

Theorems on the general form of a linear mean-square estimator are proved for quasilinear stochastic equations with unknown initial conditions.

参考

  1. Nakonechnyi, A. G., To the State Estimation of Linear Stochastic Systems.

  2. Nakonechnyi, A. G., Minimax Filters for Linear Stochastic Equations.

  3. Nakonechnyi, A. G. and Grigorov, A. V., To the Minimax State Estimators of Linear Stochastic Systems.

  4. Nakonechnyi, A. G. and Navgorodskii, V. A., To the Minimax State Estimators of Linear Stochastic Systems.

  5. Bublik, B. N., Danilov, V. Ya., and Nakonechnyi, A. G., Nekotorye zadachi nablyudeniya i upravleniya v lineinykh sistemakh (Certain Problems of Estimation and Controls in Linear Systems).

  6. Clarke, F. H., Optimization and Nonsmooth Analysis.

  7. Ekeland, I. and Temam, R., Convex Analysis and Variational Problems.


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