Estimation and Prediction in the Presence of Unknown but Bounded Uncertainty: A Survey

摘要: Many different problems such as linear and nonlinear regressions, parameter state estimation of dynamic systems, space time series prediction, interpolation, smoothing, function approximation have a common general structure that here is referred to generalized problem. In all these one has evaluate some unknown variable using available data (often obtained by measurements on real process). Available are always associated with uncertainty it necessary how this affects the estimated variables.