A modified inconsistency method for the statistically indeterminate estimation problem

zbMath0851.93070MaRDI QIDQ1914114

I. Ya. Kats, G. A. Timofeeva

Publication date: 6 June 1996

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

zbMATH Keywords

estimationdisturbancesinconsistency methodsecond-degree constraints

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Signal detection and filtering (aspects of stochastic processes) (60G35)

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Filtration of a random process in a statistically uncertain linear stochastic differential system

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