A robust Kalman-Bucy filtering problem
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Publication:2208574
DOI10.1016/j.automatica.2020.109252zbMath1451.93389arXiv1905.01791OpenAlexW3090581268MaRDI QIDQ2208574
Chuiliu Kong, Shaolin Ji, Chuanfeng Sun
Publication date: 3 November 2020
Published in: Automatica (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1905.01791
minimax theoremmodel uncertaintyrobust estimationsublinear operatorKalman-Bucy filtersminimum mean square estimator
Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10)
Related Items (2)
The least squares estimator of random variables under convex operators on \(L_{\mathcal{F}}^\infty (\mu)\) space ⋮ Kalman--Bucy Filtering and Minimum Mean Square Estimator under Uncertainty
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