Minimax linear estimation in generalized uncertain-stochastic systems. I: Estimation of random elements with values in Hilbert spaces

zbMath1055.93551MaRDI QIDQ1882330

Andrey V. Borisov, Alexei R. Pankov

Publication date: 19 October 2004

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

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Signal detection and filtering (aspects of stochastic processes) (60G35)

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The conditionally minimax nonlinear filtering method and modern approaches to state estimation in nonlinear stochastic systems ⋮ Minimax filtering in a stochastic differential system with non-stationary perturbations of unknown intensity

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