A Kalman filter as a minimax estimator

DOI10.1007/BF00932347MaRDI QIDQ2545837zbMATH OpenFDO

Authors Max Mintz

Publication date 1972

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF00932347

Mathematics Subject Classification ID

Survival analysis and censored data (62N99)

Cites work

• Existence of optimal open-loop strategies for a class of differential games
• scientific article; zbMATH DE number 3180539 (Why is no real title available?)
• scientific article; zbMATH DE number 3246773 (Why is no real title available?)
• scientific article; zbMATH DE number 3061365 (Why is no real title available?)
• On a minimax estimate for the mean of a normal random vector under a generalized quadratic loss function
• Optimal adaptive control systems
• Optimal Terminal Maneuver and Evasion Strategy

Cited in

(5)

• The conditionally minimax nonlinear filtering method and modern approaches to state estimation in nonlinear stochastic systems
• Optimal estimator design for LTI systems with bounded noises, disturbances, and nonlinearities
• A minimax property of the Kalman filter
• On the solution of a minimax terminal state estimation problem A Hilbert space approach
• Minimax terminal state estimation for linear plants with unknown forcing functions†

This page was built for publication: A Kalman filter as a minimax estimator

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2545837)