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Linear recursive filtering of discrete-time dynamic processes with partial information about the disturbances

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Publication:918492
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zbMath0705.93074MaRDI QIDQ918492

V. F. Muravlev, O. V. Pisarev, G. A. Golubev

Publication date: 1989

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


zbMATH Keywords

partial informationconstrained variancesMinimax linear filtering


Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Discrete-time control/observation systems (93C55) Linear systems in control theory (93C05)


Related Items (1)

Minimax filtering in linear stochastic uncertain discrete-continuous systems




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