On minmax filtering over discrete-continuous observations

DOI10.1109/9.412633zbMath0834.93057OpenAlexW2041312223MaRDI QIDQ4852386

Yury V. Orlov, Michael V. Basin

Publication date: 26 November 1995

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

Full work available at URL: https://doi.org/10.1109/9.412633

zbMATH Keywords

discrete-continuous observationsminmax filtering

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Discrete-time control/observation systems (93C55) Existence of solutions for minimax problems (49J35)

Related Items (5)

Filtration of a random process in a statistically uncertain linear stochastic differential system ⋮ Minimax estimation for singular linear multivariate models with mixed uncertainty ⋮ Minimax filtering in linear stochastic uncertain discrete-continuous systems ⋮ On impulse and continuous observation control design in Kalman filtering problem ⋮ Optimal control in unobservable integral Volterra systems

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