Minimax state estimation for linear stochastic systems with noise uncertainty

DOI10.1109/TAC.1981.1102756zbMath0544.93062OpenAlexW2134330484MaRDI QIDQ3335643

H. Vincent Poor, Douglas P. Looze

Publication date: 1981

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tac.1981.1102756

zbMATH Keywords

minimax filtersnoise uncertaintyminimax linear state estimation

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05) Signal detection and filtering (aspects of stochastic processes) (60G35) Existence of solutions for minimax problems (49J35)

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