Minimax estimation in systems of observation with Markovian chains by integral criterion

DOI10.1134/S0005117911020056zbMath1231.93109OpenAlexW2022805887MaRDI QIDQ544773

Yong-Cai Geng, Sumit K. Garg

Publication date: 16 June 2011

Published in: Automation and Remote Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s0005117911020056

zbMATH Keywords

Markovian chainconditional mathematical expectationestimation of states and parameters in stochastic dynamic systemsobservation with discrete time

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Existence of solutions for minimax problems (49J35) Existence of optimal solutions to problems involving randomness (49J55)

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The conditionally minimax nonlinear filtering method and modern approaches to state estimation in nonlinear stochastic systems

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