Suboptimal anisotropic filtering in a finite horizon
From MaRDI portal
Publication:276184
DOI10.1134/S000511791601001XzbMath1338.93380MaRDI QIDQ276184
A. P. Kurdyukov, Victor N. Timin
Publication date: 27 April 2016
Published in: Automation and Remote Control (Search for Journal in Brave)
Filtering in stochastic control theory (93E11) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05)
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Normalizing Random Vector Anisotropy Magnitude, Anisotropy-based filtering for linear discrete time-varying systems with multiplicative noises on a finite horizon, In between the \(LQG/H_2\)- and \(H_{\infty } \)-control theories, Suboptimal anisotropic filtering for linear discrete nonstationary systems with uncentered external disturbance, A spectral method of the analysis of linear control systems
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