Statistical Theory of Minimax Estimation,
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)
Document Details
- Document Type
- Technical Report
- Publication Date
- Jan 01, 1971
- Accession Number
- AD0739617
Entities
People
- Howard Kaufman
- Michael S. Howard
Organizations
- Rensselaer Polytechnic Institute