Minimax estimation methods under ellipsoidal constraints

We consider the minimax estimation problem in a linear observation model under ellipsoidal constraints on the vector of unknown parameters. To solve the problem, we use dual optimization and semidefinite programming methods. The developed algorithms are applied to constructing motion parameter estimates for a maneuvering flying vehicle under constraints on the acceleration vector.

Presented by the member of Editorial Board: P. S. Shcherbakov