TY - JOUR
AU - S. M. Zhuk
PY - 2009/02/25
Y2 - 2023/04/01
TI - State estimation for a dynamical system described by a linear equation with unknown parameters
JF - Ukrainsâ€™kyi Matematychnyi Zhurnal
JA - Ukr. Mat. Zhurn.
VL - 61
IS - 2
SE - Research articles
DO -
UR - https://umj.imath.kiev.ua/index.php/umj/article/view/3013
AB - We investigate the state estimation problem for a dynamical system described by a linear operator equation with unknown parameters in a Hilbert space. In the case of quadratic restrictions on the unknown parameters, we propose formulas for a priori mean-square minimax estimators and a posteriori linear minimax estimators. A criterion for the finiteness of the minimax error is formulated. As an example, the main results are applied to a system of linear algebraic-differential equations with constant coefficients.
ER -