Min-max Kalman filtering

DOI10.1016/j.sysconle.2004.04.008zbMath1157.93374OpenAlexW2037635156MaRDI QIDQ2503664

Isaac Yaesh, Uri Shaked

Publication date: 21 September 2006

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.sysconle.2004.04.008

zbMATH Keywords

Kalman filterTrackingMin-max estimationStochastic \(H_{\infty }\) filtering

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10) (H^infty)-control (93B36) Stochastic stability in control theory (93E15)

Uses Software

• LMI toolbox

Cites Work

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