Robust filtering of stochastic uncertain systems on an infinite time horizon (Q3151659)

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Robust filtering of stochastic uncertain systems on an infinite time horizon
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    Robust filtering of stochastic uncertain systems on an infinite time horizon (English)
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    16 October 2002
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    estimation
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    linear stochastic uncertain systems
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    robust Kalman filter synthesis
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    algebraic Riccati equations
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    minimax optimal error
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