Robust filtering and prediction for linear systems with uncertain dynamics: A game-theoretic approach

DOI10.1109/TAC.1983.1103342zbMath0543.93066OpenAlexW2169240550MaRDI QIDQ3332902

Publication date: 1983

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

Full work available at URL: https://doi.org/10.1109/tac.1983.1103342

zbMATH Keywords

minimax solutions minimax filter and predictors

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Robustness and adaptive procedures (parametric inference) (62F35) Filtering in stochastic control theory (93E11) Minimax procedures in statistical decision theory (62C20) Discrete-time control/observation systems (93C55) Linear systems in control theory (93C05) Signal detection and filtering (aspects of stochastic processes) (60G35) Optimality conditions for minimax problems (49K35) Prediction theory (aspects of stochastic processes) (60G25) Probabilistic games; gambling (91A60) Model systems in control theory (93C99)

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