LMI-based minimax estimation and filtering under unknown covariances
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Publication:5494533
DOI10.1080/00207179.2013.873543zbMath1291.93297OpenAlexW1971763119MaRDI QIDQ5494533
Publication date: 28 July 2014
Published in: International Journal of Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207179.2013.873543
estimationlinear matrix inequalityKalman filterfilteringminimax approachrobust filterrobust estimatorunknown covariance
Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10)
Related Items
Robust estimation and filtering in uncertain linear systems under unknown covariations, Suboptimal anisotropic filtering in a finite horizon, Methods for minimax estimation under elementwise covariance uncertainty, Design of Pareto-optimal linear quadratic estimates, filters and controllers, Optimal estimation and filtration under unknown covariances of random factors, Optimal discrete-timeH∞/γ0filtering and control under unknown covariances
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