A robust Kalman-Bucy filtering problem (Q2208574)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A robust Kalman-Bucy filtering problem |
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A robust Kalman-Bucy filtering problem (English)
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3 November 2020
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Kalman-Bucy filters
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model uncertainty
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robust estimation
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minimum mean square estimator
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minimax theorem
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sublinear operator
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