Accession Number:

AD0739617

Title:

Statistical Theory of Minimax Estimation,

Descriptive Note:

Corporate Author:

RENSSELAER POLYTECHNIC INST TROY N Y SYSTEMS ENGINEERING DIV

Personal Author(s):

• Howard,Michael S.
• Kaufman,Howard

Report Date:

1971-01-01

Pagination or Media Count:

4.0

Abstract:

A probabilistic analysis of two modifications of the Chebyshev estimation problem is presented. Sufficient conditions that the estimate be unbiased are developed for minimizing the expected value of the maximum of the absolute error and minimizing the maximum possible absolute error. Application of these results to linear state estimation is discussed. Author

Descriptors:

• (*CONTROL SYSTEMS
• MATHEMATICAL MODELS)
• APPROXIMATION(MATHEMATICS)
• RANDOM VARIABLES
• VECTOR SPACES
• OPTIMIZATION
• MINIMAX TECHNIQUE
• STATISTICAL ANALYSIS

Subject Categories:

• Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE