Design of minimax linear filters based on local and integral criteria (Q1115401)
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scientific article; zbMATH DE number 4085555
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| English | Design of minimax linear filters based on local and integral criteria |
scientific article; zbMATH DE number 4085555 |
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Design of minimax linear filters based on local and integral criteria (English)
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1988
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The paper deals with a continuous-time linear filtering problem relative to a model for which only upper bounds of the variances of the disturbances are provided. The problem is formulated as a minimax linear filtering problem using both local and integral performance criteria. The solution to the local problem is obtained in the form of a Cauchy problem. Comparisons are made with the solution to the problem based on the integral criterion.
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continuous-time linear filtering
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minimax linear filtering
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0.8107110857963562
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0.8012532591819763
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0.7992240786552429
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0.7919179797172546
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