Minimax linear estimation in generalized uncertain-stochastic system. II: Minimax filtering in dynamic systems described by stochastic differential equations with measure
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Publication:1883903
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)
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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