A minimax property of the Kalman filter

DOI10.1080/00207177708922316zbMath0373.93035OpenAlexW2120118029MaRDI QIDQ4152432

Huibert Kwakernaak, Arunabha Bagchi

Publication date: 1977

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207177708922316

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10)

Related Items (1)

Model reference adaptive systems applied to regression analyses

Cites Work

• Stochastic processes and filtering theory
• A Kalman filter as a minimax estimator
• Stochastic differential systems. I: Filtering and control. A function space approach

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