Lectures on modern convex optimization: analysis, algorithms, and engineering applications
Lectures on modern convex optimization: analysis, algorithms, and engineering applications
Robust portfolio selection problems
Mathematics of Operations Research
Minimax estimation for singular linear multivariate models with mixed uncertainty
Journal of Multivariate Analysis
Robust filtering of process in the stationary difference stochastic system
Automation and Remote Control
Robust synthesis of kinematic motion model of an aircraft
Journal of Computer and Systems Sciences International
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Consideration was given to the methods of guaranteeing estimation of the law of motion of flight vehicles from the results of the trajectory measurements, as well as the methods and algorithms of minimax estimation under fixed sets of uncertainty of the covariance matrices of the observation errors. A minimax-statistical approach to the problem of estimation on the basis of uncertainty sets in the form of confidence regions of given reliability was proposed. The results of numerical modeling were presented.