Robust finite horizon minimax filtering for discrete-time stochastic uncertain systems (Q2503609)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust finite horizon minimax filtering for discrete-time stochastic uncertain systems |
scientific article |
Statements
Robust finite horizon minimax filtering for discrete-time stochastic uncertain systems (English)
0 references
21 September 2006
0 references
Robust filtering
0 references
Kalman filter
0 references
\(H_{\infty }\) filter
0 references
Risk-sensitive control
0 references
0 references
0 references
0 references
0 references
