Comparing Robustness of the Kalman, <inline-formula> <tex-math notation="LaTeX">$H_\infty$</tex-math> </inline-formula>, and UFIR Filters

DOI10.1109/TSP.2018.2833811zbMath1414.62396MaRDI QIDQ4622234

Frederic Lehmann, Shunyi Zhao, Choon Ki Ahn, Yuriy S. Shmaliy

Publication date: 12 February 2019

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Nonparametric robustness (62G35)

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