Robust filtering of process in the stationary difference stochastic system

DOI10.1134/S0005117911020147zbMath1231.93112OpenAlexW2065221639MaRDI QIDQ544784

E. N. Platonov, K. V. Semenikhin, Alexei R. Pankov

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/s0005117911020147

zbMATH Keywords

numerical methoddifference linear stationary stochastic systemgeneral minimax optimization problemprocess estimationrobust Kalman filter

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10)

Related Items (9)

Robust estimation and filtering in uncertain linear systems under unknown covariations ⋮ Minimax linear filtering of random sequences with uncertain covariance function ⋮ Methods for minimax estimation under elementwise covariance uncertainty ⋮ Method of dummy measurements for multiple model estimation of processes in a linear stochastic system ⋮ The conditionally minimax nonlinear filtering method and modern approaches to state estimation in nonlinear stochastic systems ⋮ Design of Pareto-optimal linear quadratic estimates, filters and controllers ⋮ Optimal channel choice for lossy data flow transmission ⋮ Minimax estimation methods under ellipsoidal constraints ⋮ Control of \(M|M|1|N\) queue parameters under constraints

Uses Software

• SeDuMi

Cites Work

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