Minimax estimation in uncertain-stochastic linear differential systems

zbMath0801.93057MaRDI QIDQ1319737

N. M. Sotskij, Andrey V. Borisov, Alexei R. Pankov

Publication date: 8 May 1994

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

zbMATH Keywords

Wiener processminimax recursive filteringtwo-filter smoothing algorithms

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Linear systems in control theory (93C05) Stochastic systems in control theory (general) (93E03) Control/observation systems governed by ordinary differential equations (93C15)