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White noise \(H_{\infty }\) fixed-lag smoothing for continuous time systems - MaRDI portal

White noise \(H_{\infty }\) fixed-lag smoothing for continuous time systems (Q970688)

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scientific article; zbMATH DE number 5709270
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White noise \(H_{\infty }\) fixed-lag smoothing for continuous time systems
scientific article; zbMATH DE number 5709270

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    White noise \(H_{\infty }\) fixed-lag smoothing for continuous time systems (English)
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    19 May 2010
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    \(H_{\infty }\) estimation
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    white noise
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    fixed-lag
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    continuous time systems
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    differential Riccati equation
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