Optimal estimation and filtration under unknown covariances of random factors

DOI10.1134/S000511791411006XzbMath1327.93370OpenAlexW2105697586MaRDI QIDQ891623

Mark M. Kogan

Publication date: 17 November 2015

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

Full work available at URL: https://doi.org/10.1134/s000511791411006x

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Perturbations in control/observation systems (93C73) Estimation and detection in stochastic control theory (93E10)

Related Items (9)

Robust estimation and filtering in uncertain linear systems under unknown covariations ⋮ Robust filtering for a class of nonlinear stochastic systems with probability constraints ⋮ Minimax linear filtering of random sequences with uncertain covariance function ⋮ Method of dummy measurements for multiple model estimation of processes in a linear stochastic system ⋮ Design of Pareto-optimal linear quadratic estimates, filters and controllers ⋮ State observer synthesis by measurement results for nonlinear Lipschitz systems with uncertain disturbances ⋮ On the Lagrange duality of stochastic and deterministic minimax control and filtering problems ⋮ Effectiveness of Bayesian filters: an information fusion perspective ⋮ Fuzzy linear regression and its applications to forecasting in uncertain environment

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