Displaying similar documents to “A probabilistic approach to the estimation of the distribution of the target location point.”

Identification of parametric models with a priori knowledge of process properties

Krzysztof B. Janiszowski, Paweł Wnuk (2016)

International Journal of Applied Mathematics and Computer Science

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An approach to estimation of a parametric discrete-time model of a process in the case of some a priori knowledge of the investigated process properties is presented. The knowledge of plant properties is introduced in the form of linear bounds, which can be determined for the coefficient vector of the parametric model studied. The approach yields special biased estimation of model coefficients that preserves demanded properties. A formula for estimation of the model coefficients is derived...

On One Estimation Problem

Jelena Bulatović, Alobodanka Janjić (1979)

Publications de l'Institut Mathématique

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Numerical methods for linear minimax estimation

Norbert Gaffke, Berthold Heiligers (2000)

Discussiones Mathematicae Probability and Statistics

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We discuss two numerical approaches to linear minimax estimation in linear models under ellipsoidal parameter restrictions. The first attacks the problem directly, by minimizing the maximum risk among the estimators. The second method is based on the duality between minimax and Bayes estimation, and aims at finding a least favorable prior distribution.

Set-membership identifiability of nonlinear models and related parameter estimation properties

Carine Jauberthie, Louise Travé-Massuyès, Nathalie Verdière (2016)

International Journal of Applied Mathematics and Computer Science

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Identifiability guarantees that the mathematical model of a dynamic system is well defined in the sense that it maps unambiguously its parameters to the output trajectories. This paper casts identifiability in a set-membership (SM) framework and relates recently introduced properties, namely, SM-identifiability, μ-SM-identifiability, and ε-SM-identifiability, to the properties of parameter estimation problems. Soundness and ε-consistency are proposed to characterize these problems and...

Set membership estimation of parameters and variables in dynamic networks by recursive algorithms with a moving measurement window

Kazimierz Duzinkiewicz (2006)

International Journal of Applied Mathematics and Computer Science

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The paper considers a set membership joint estimation of variables and parameters in complex dynamic networks based on parametric uncertain models and limited hard measurements. A recursive estimation algorithm with a moving measurement window is derived that is suitable for on-line network monitoring. The window allows stabilising the classic recursive estimation algorithm and significantly improves estimate tightness. The estimator is validated on a case study regarding a water distribution...

Some investigations in minimax estimation theory

Stanisław Trybuła

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1. IntroductionThough the theory of minimax estimation was originated about thirty five years ago (see [7], [8], [9], [23]), there are still many unsolved problems in this area. Several papers have been devoted to statistical games in which the set of a priori distributions of the parameter was suitably restricted ([2], [10], [13]). Recently, special attention was paid to the problem of admissibility ([24], [3], [11], [12]).This paper is devoted to the problem of determining minimax...