Estimation of states of some recursively defined systems

Minimax estimators of parameters of linear model uncertainty in Hilbert space with stochastic regression coefficients

“…Here we generalize the results of [14,15]. The results of [11][12][13] can be generalized in the same way.…”

“…In [11][12][13][14][15], when studying a linear system there was proposed a new method for the finding of minimax estimators -the so-called method of perturbation of eigenvalues of self adjoint operators in a Hubert space. In this paper we review the progress in the theory of minimax estimation achieved for the systems with stochastic regression coefficients on the basis of the random matrices method of finding a minimax estimator [3, p.5-8].…”

“…We use the random matrix perturbation method for estimating the dynamical system states which was considered in [5,6,[11][12][13][14][15]. Here we generalize the results of [14,15].…”