H/sup ∞/ bounds for least-squares estimators

DOI10.1109/9.905700zbMath0992.93087OpenAlexW1481061067MaRDI QIDQ4540313

Babak Hassibi, Thomas Kailath

Publication date: 21 July 2002

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

Full work available at URL: https://doi.org/10.1109/9.905700

zbMATH Keywords

robustnessKalman filterupper and lower bounds\(H^\infty\) normrecursive-least-squares

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) (H^infty)-control (93B36)

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