Noncausal minimax linear state estimation for systems with uncertain second-order statistics

DOI10.1109/TAC.1984.1103580zbMath0531.93054MaRDI QIDQ3313741

Douglas P. Looze, John C. Darragh

Publication date: 1984

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

zbMATH Keywords

minimax filterminimax state estimationuncertain second-order statistics

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05) Existence of solutions for minimax problems (49J35) Model systems in control theory (93C99)

Related Items (2)

Discrete-time, robust Wiener filtering with non-parametric spectral uncertainty ⋮ Robust Wiener filtering with non-parametric spectral uncertainty

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