Minimum-sensitivity filter for linear time-invariant stochastic systems with uncertain parameters

DOI10.1109/TAC.1976.1101145zbMath0317.93070OpenAlexW1967948589MaRDI QIDQ4079471

Richard C. Chung, Pierre R. Belanger

Publication date: 1976

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

Full work available at URL: https://doi.org/10.1109/tac.1976.1101145

Mathematics Subject Classification ID

Sensitivity (robustness) (93B35) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05) Signal detection and filtering (aspects of stochastic processes) (60G35) Model systems in control theory (93C99)

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