The Kalman-Bucy filter in the guaranteed estimation problem

DOI10.1109/9.293197zbMath0810.93066OpenAlexW2160818391MaRDI QIDQ4302770

Andrey Golovan, Alexander Matasov

Publication date: 4 April 1995

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

Full work available at URL: https://doi.org/10.1109/9.293197

zbMATH Keywords

least squares methodKalman-Bucy filteroptimal guaranteed a priori estimation problem

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10) Least squares and related methods for stochastic control systems (93E24)

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