Linear filtering with adaptive adjustment of the disturbance covariation matrices in the plant and measurement noise

DOI10.1134/S0005117916010021zbMATH Open1338.93366MaRDI QIDQ276186FDOQ276186

Authors: A. E. Barabanov 

Publication date: 27 April 2016

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

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Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Linear systems in control theory (93C05) Adaptive control/observation systems (93C40) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10)

Cites Work

• Robust techniques for signal processing: A survey
• Title not available (Why is that?)
• Adaptive filtering in the presence of perturbations and measurement noise of unknown intensity
• Limiting optimal adaptive filtering with unknown disturbance covariance
• Title not available (Why is that?)
• Analysis of recursive stochastic algorithms

Cited In (2)

• Limiting optimal adaptive filtering with unknown disturbance covariance
• Adaptive filter for systems with unknown noise covariances using an instrumental performance functional

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