Minimax a posteriori estimation in the hidden Markov modelsстатья
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Дата последнего поиска статьи во внешних источниках: 10 октября 2019 г.
Автор:
Borisov A.V.
Журнал:
Automation and Remote Control
Том:
68
Номер:
11
Год издания:
2007
Издательство:
Pleiades Publishing, Ltd
Местоположение издательства:
Road Town, United Kingdom
Первая страница:
1917
Последняя страница:
1930
DOI:
10.1134/S0005117907110033
Аннотация:
Consideration was given to the minimax estimation in the observation system including a hidden Markov model for continuous and counting observations. The dynamic and observation equations depend on a random finite-dimensional parameter having an unknown distribution with the given support. The conditional expectation of the available observation of some generalized quadratic loss function was used as the risk function. Existence of the saddle point in the formulated minimax problem was proved, and the worst distribution and the minimax estimate as the solution of a simpler dual problem were characterized. В© 2007 Pleiades Publishing, Ltd.
Добавил в систему:
Борисов Андрей Владимирович