Minimax identification of a nonlinear dynamic observation system

被引：1
|
作者：
Pankov, AR [1 ]
Popov, AS [1 ]
机构：
[1] State Tech Univ, Moscow State Aviat Inst, Moscow, Russia
来源：
AUTOMATION AND REMOTE CONTROL | 2004年 / 65卷 / 02期
关键词：
Covariance; Mechanical Engineer; Theoretical Result; Nonlinear Dynamic; System Theory;
D O I：
10.1023/B:AURC.0000014726.04297.31
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
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.
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页码：291 / 298
页数：8
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