Determination of worst signals in problems of guaranteed estimation

zbMath0637.93065MaRDI QIDQ1099121

B. I. Anan'ev, V. I. Shiryayev

Publication date: 1987

Published in: Automation and Remote Control (Search for Journal in Brave)

zbMATH Keywords

constraintsguaranteed estimationmin-max mean-square filteringmin-max multistep statistically indeterminate filteringworst signals

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10) Signal detection and filtering (aspects of stochastic processes) (60G35) Existence of solutions for minimax problems (49J35) Optimality conditions for minimax problems (49K35)

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