Skip to main content
SpringerLink
Log in

Spectral equations for minimax parameter estimators of linear systems

  • Published:
Journal of Soviet Mathematics Aims and scope Submit manuscript

Abstract

We construct an estimator of the unknown parameter vector of a system of linear equations minimizing the standard efficiency criterion. The proof is based on Rayleigh's formula and on the perturbation formulas for the eigenvalues of matrices. The estimator satisfies a certain functional equation and cannot be obtained in explicit form.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Log in via an institution

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Institutional subscriptions

Similar content being viewed by others

Author information

Authors and Affiliations

  1. Kiev University, USSR

    V. L. Girko

Authors
  1. V. L. Girko
    View author publications

    You can also search for this author in PubMed Google Scholar

Additional information

Translated from Vychislitel'naya i Prikladnaya Matematika, No. 63, pp. 114–115, 1987.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Girko, V.L. Spectral equations for minimax parameter estimators of linear systems. J Math Sci 66, 2221–2222 (1993). https://doi.org/10.1007/BF01098612

Download citation

  • Received:

  • Issue Date:

  • DOI: https://doi.org/10.1007/BF01098612

Keywords

Search

Navigation