Guaranteed root mean square estimates of linear matrix equations solutions under conditions of uncertainty
نویسندگان
چکیده
The article focuses on the linear estimation problems of unknown rectangular matrices, which are solutions matrix equations with right-hand sides belonging to bounded sets. random errors observation vector have zero mathematical expectation, and correlation is belongs one two Explicit expressions guaranteed root mean square estimates for operators acting from space matrices into some given. Guaranteed quasi-minimax obtained. As test examples, options solving problem considered, taking account small perturbations known matrices.
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ژورنال
عنوان ژورنال: Mathematical modeling and computing
سال: 2023
ISSN: ['2312-9794', '2415-3788']
DOI: https://doi.org/10.23939/mmc2023.02.474