Minimax linear filtering for multistep processes with uncertain distribution of disturbance

zbMath0825.93808MaRDI QIDQ1342571

B. I. Anan'ev

Publication date: 20 February 1995

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

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Existence of solutions for minimax problems (49J35)

Related Items (1)

The Wonham filter under uncertainty: A game-theoretic approach

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