Robust filtering with missing data and a deterministic description of noise and uncertainty
type: Item
instance of: scholarly article
title: Robust filtering with missing data and a deterministic description of noise and uncertainty
zbMATH Open document ID: 0887.93069
DOI: 10.1080/00207729708929397
author: A. V. Savkin
author: Ian R. Petersen
publication date: 1997-09-04T00:00:00Z
Mathematics Subject Classification ID: 93E11
Mathematics Subject Classification ID: 93C41
zbMATH DE Number: 1057546
zbMATH Keywords: ellipsoidal estimation
zbMATH Keywords: missing data
zbMATH Keywords: robust state estimation
zbMATH Keywords: Riccati difference equation
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1080/00207729708929397
OpenAlex ID: W2078106277
cites work: Time series analysis of irregularly observed data. Proceedings of a Symposium held at Texas A \& M University, College Station/Texas, February 10--13, 1983
cites work: A deconvolution filter for multichannel nonminimum phase systems via the minimax approach
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published in: International Journal of Systems Science. Principles and Applications of Systems and Integration
description: scientific article; zbMATH DE number 1057546