Optimal linear filtering under parameter uncertainty (Q2732789)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Optimal linear filtering under parameter uncertainty
scientific article

    Statements

    Optimal linear filtering under parameter uncertainty (English)
    0 references
    0 references
    5 July 2002
    0 references
    linear stochastic system
    0 references
    minimum error variance
    0 references
    robust linear filter
    0 references
    convex bounded parameter uncertainty
    0 references

    Identifiers