Minimax filtering in linear stochastic uncertain discrete-continuous systems

DOI10.1134/S0005117906030064zbMath1126.93431MaRDI QIDQ2457518

G. B. Miller, Alexei R. Pankov

Publication date: 23 October 2007

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

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Signal detection and filtering (aspects of stochastic processes) (60G35) Applications of stochastic analysis (to PDEs, etc.) (60H30)

Related Items (1)

Minimax control of a process in a linear uncertain-stochastic system with incomplete data

Cites Work

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• Minimax linear observers and regulators for stochastic systems with uncertain second-order statistics
• The Kalman filter: A robust estimator for some classes of linear quadratic problems
• On minmax filtering over discrete-continuous observations

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