\(H_{\infty}\) inferential filtering, prediction and smoothing problems

DOI10.1016/S0165-1684(97)00079-0zbMATH Open0901.93067OpenAlexW2169820774MaRDI QIDQ1391086

M. J. Grimble

Publication date: 22 July 1998

Published in: Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0165-1684(97)00079-0

zbMATH Keywords

predictionrobustnesssmoothingdeconvolution filtering\(H_\infty\) optimal linear estimationequalizing solutioninferential filtering

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10) Data smoothing in stochastic control theory (93E14)

Related Items (5)

Prediction, filtering, smoothing and deconvolution in a discrete H infinity setting: A game theory approach ⋮ On the \(H^{\infty}\) fixed-lag smoothing: How to exploit the information preview. ⋮ Fundamental design tradeoffs in filtering, prediction, and smoothing ⋮ \(H_\infty\) deconvolution filtering, prediction, and smoothing: A Krein space polynomial approach ⋮ New conditions for the convergence of H/sub ∞/ filters and predictors

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