Chinese | English

Search in the results

CSpace

Browse/Search Results:  1-3 of 3 Help

Selected(0)Clear Items/Page:    Sort:
5 The least squares estimator of random variables under convex operators on L-F(infinity) (mu) space 期刊论文
STATISTICS & PROBABILITY LETTERS, 2022, 卷号: 181, 页码: 7
Authors:  Sun, Chuanfeng;  Ji, Shaolin;  Kong, Chuiliu
Favorite  |  View/Download：63/0  |  Submit date：2022/04/02
Least squares estimator  Conditional expectation  Convex operator  Minimax theorem  
KALMAN-BUCY FILTERING AND MINIMUM MEAN SQUARE ESTIMATOR UNDER UNCERTAINTY 期刊论文
SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 2021, 卷号: 59, 期号: 4, 页码: 2669-2692
Authors:  Ji, Shaolin;  Kong, Chuiliu;  Sun, Chuanfeng;  Zhang, Ji-Feng
Favorite  |  View/Download：95/0  |  Submit date：2022/04/02
Kalman-Bucy filtering  minimum mean square estimator  drift uncertainty  convex operator  minimax theorem  backward stochastic differential equation  
A robust Kalman-Bucy filtering problem 期刊论文
AUTOMATICA, 2020, 卷号: 122, 页码: 6
Authors:  Ji, Shaolin;  Kong, Chuiliu;  Sun, Chuanfeng
Favorite  |  View/Download：91/0  |  Submit date：2021/04/26
Kalman-Bucy filters  Model uncertainty  Robust estimation  Minimum mean square estimator  Minimax theorem  Sublinear operator