Minimax linear estimation in generalized uncertain-stochastic system. II: Minimax filtering in dynamic systems described by stochastic differential equations with measure

zbMath1055.93552MaRDI QIDQ1883903

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)

Related Items (4)

The conditionally minimax nonlinear filtering method and modern approaches to state estimation in nonlinear stochastic systems ⋮ Filtration of a random process in a statistically uncertain linear stochastic differential system ⋮ Minimax filtering in linear stochastic uncertain discrete-continuous systems ⋮ Synthesis of reduced Kalman filter with the guaranteed estimation quality of dynamic system state

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