On the optimal control of stochastic linear systems with contaminated partial observations
From MaRDI portal
Publication:1367937
DOI10.1007/BF02568535zbMath0895.93041MaRDI QIDQ1367937
Publication date: 24 May 1998
Published in: Top (Search for Journal in Brave)
Robustness and adaptive procedures (parametric inference) (62F35) Sensitivity (robustness) (93B35) Optimal stochastic control (93E20)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Stability of adaptive controllers
- Estimation, control, and the discrete Kalman filter
- Stochastic processes and filtering theory
- On self tuning regulators
- Dynamic Generalized Linear Models and Bayesian Forecasting
- A Survey of Some Results in Stochastic Adaptive Control
- Discrete Time Stochastic Adaptive Control
- Recursive estimation in the presence of uniformly distributed measurement noise
- Approximate non-Gaussian filtering with linear state and observation relations
- The Kalman filter: A robust estimator for some classes of linear quadratic problems
- Robust bayesian estimation for the linear model and robustifying the Kalman filter
- Analysis of recursive stochastic algorithms
- On practical implementation of robust kalman filtering
- Robust Estimation of a Location Parameter
- Robust Statistics