Robust Wiener filtering with non-parametric spectral uncertainty
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Publication:3654568
DOI10.1080/00207170903043273zbMath1178.93138OpenAlexW2018477621MaRDI QIDQ3654568
Gilberto O. Corrêa, Eduarda S. V. Freire
Publication date: 6 January 2010
Published in: International Journal of Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207170903043273
Filtering in stochastic control theory (93E11) Linear inequalities of matrices (15A39) Estimation and detection in stochastic control theory (93E10) Least squares and related methods for stochastic control systems (93E24)
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