The Kalman-Bucy filter accuracy in the guaranteed parameter estimation problem with uncertain statistics

DOI10.1109/9.280777zbMath0815.93081OpenAlexW2037798849MaRDI QIDQ4306728

Alexander Matasov

Publication date: 29 June 1995

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

Full work available at URL: https://doi.org/10.1109/9.280777

zbMATH Keywords

time-dependentrandom disturbances

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Linear systems in control theory (93C05) Model systems in control theory (93C99)

Related Items (3)

Mean-Square Filtering Problem for Discrete Volterra Equations ⋮ Filtering Problem for Discrete Volterra Equations with Combined Disturbances ⋮ Unnamed Item

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