Minimax filtering in linear stochastic uncertain discrete-continuous systems

DOI10.1134/S0005117906030064MaRDI QIDQ2457518zbMATH OpenFDO

Publication date 23 October 2007

Published in Automation and Remote Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1134/S0005117906030064

Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Filtering in stochastic control theory (93E11)

Recommendations

Minimax linear estimation in generalized uncertain-stochastic system. II: Minimax filtering in dynamic systems described by stochastic differential equations with measure
Filtration of a random process in a statistically uncertain linear stochastic differential system
Minimax estimation in uncertain-stochastic linear differential systems
On minmax filtering over discrete-continuous observations
Minimax quadratic filtering of uncertain linear stochastic systems with partial fourth-order information

Cites work

Filtration of a random process in a statistically uncertain linear stochastic differential system
scientific article; zbMATH DE number 1462090 (Why is no real title available?)
Linear recursive filtering of discrete-time dynamic processes with partial information about the disturbances
Minimax linear estimation in generalized uncertain-stochastic system. II: Minimax filtering in dynamic systems described by stochastic differential equations with measure
Minimax linear observers and regulators for stochastic systems with uncertain second-order statistics
On minmax filtering over discrete-continuous observations
Robust filtering via semidefinite programming with applications to target tracking
Solution of the topographical fixation problem through the Kalman filter in the guaranteed approach
The Kalman filter: A robust estimator for some classes of linear quadratic problems
The parametric identification methods for many-dimensional linear models in the presence of a priori uncertainty

Cited in

(27)

Minimax estimation in uncertain-stochastic linear differential systems
An exact minimum variance filter for a class of discrete time systems with random parameter perturbations
The conditionally minimax nonlinear filtering method and modern approaches to state estimation in nonlinear stochastic systems
Minimax linear estimation in generalized uncertain-stochastic system. II: Minimax filtering in dynamic systems described by stochastic differential equations with measure
Minimax filtering in a stochastic differential system with non-stationary perturbations of unknown intensity
Filtration of a random process in a statistically uncertain linear stochastic differential system
Robust finite horizon minimax filtering for discrete-time stochastic uncertain systems
The filtering problem for systems with mixed uncertainty
Minimax linear filtering of random sequences with uncertain covariance function
Robust filtering and prediction for linear systems with uncertain dynamics: A game-theoretic approach
Minimax linear observers and regulators for stochastic systems with uncertain second-order statistics
Minimax state estimation for linear stochastic systems with noise uncertainty
scientific article; zbMATH DE number 3937071 (Why is no real title available?)
On stochastic filtering approximations of estimation problems for systems with uncertainty^∗
A solution of the filtering and smoothing problems for uncertain-stochastic linear dynamic systems
Minimax quadratic filtering of uncertain linear stochastic systems with partial fourth-order information
On minmax filtering over discrete-continuous observations
On the accuracy and convergence of the minimax filtering algorithm for chaotic signals
Approximate linear minimum variance filters for continuous-discrete state space models: convergence and practical adaptive algorithms
Quasi-deadbeat minimax filters for deterministic state~space models
Filtering Problem for Discrete Volterra Equations with Combined Disturbances
LMI-based minimax estimation and filtering under unknown covariances
scientific article; zbMATH DE number 4185525 (Why is no real title available?)
Confidence set-membership FIR filter for discrete time-variant systems
Stochastic filtering under model ambiguity
Analysis of algorithms of numerical implementations for the Wonham filter under uncertainty in measurements noise covariance
Minimax control of a process in a linear uncertain-stochastic system with incomplete data

This page was built for publication: Minimax filtering in linear stochastic uncertain discrete-continuous systems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2457518)