Optimal linear filtering under parameter uncertainty
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Publication:2732789
DOI10.1109/78.738249zbMath0988.93082OpenAlexW2111812602MaRDI QIDQ2732789
Publication date: 5 July 2002
Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1109/78.738249
linear stochastic systemconvex bounded parameter uncertaintyrobust linear filterminimum error variance
Filtering in stochastic control theory (93E11) Control/observation systems governed by ordinary differential equations (93C15)
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