Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
Minimax linear observers and regulators for stochastic systems with uncertain second-order statistics - MaRDI portal

Minimax linear observers and regulators for stochastic systems with uncertain second-order statistics

From MaRDI portal
Publication:3332903

DOI10.1109/TAC.1984.1103576zbMath0543.93067MaRDI QIDQ3332903

H. Vincent Poor, Sergio Verdú

Publication date: 1984

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




Related Items

LQG controller synthesis with plant and noise spectral uncertaintiesMinimax linear filtering of random sequences with uncertain covariance functionMethods for minimax estimation under elementwise covariance uncertaintyFiltration of a random process in a statistically uncertain linear stochastic differential systemOptimal controller design for discrete saturating systemsMinimax estimation for singular linear multivariate models with mixed uncertaintyPathwise stochastic control with applications to robust filteringLQG controller synthesis with noise spectral uncertainties and nonlinear time-varying perturbationsStability robustness of the discrete-time LQG system under plant perturbation and noise uncertaintyMulti-objective controller design for discrete stochastic optimal systems with non-linear time-varying unmodelled dynamics and noise spectral uncertaintiesState estimation with probability constraintsMinimax filtering in linear stochastic uncertain discrete-continuous systemsState estimation of continuous-time radial basis function networksOptimal quadratic solution for the non-Gaussian finite-horizon regulator problemRobust filtering and propagation of uncertainty in hidden Markov modelsStability robustness of the continuous-time LQG system under plant perturbation and noise uncertaintyParameter Uncertainty in the Kalman--Bucy FilterLQG optimal control system design under plant perturbation and noise uncertainty: A state-space approachEstimation of noise covariance matrices for periodic systemsThe guaranteed estimation performance filter for discrete-time descriptor systems with uncertain noiseRobust LQG optimal controller design for multivariable discrete saturating systems with noise spectral uncertainties and nonlinear time- varying unmodeled dynamicsRobust LQG optimal controller synthesis against noise spectral uncertainties and nonlinear time-varying unmodeled dynamics