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

DOI10.1134/S0005117916010021zbMath1338.93366MaRDI QIDQ276186

Andrey E. Barabanov

Publication date: 27 April 2016

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

Mathematics Subject Classification ID

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

Cites Work

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• Limiting optimal adaptive filtering with unknown disturbance covariance
• Adaptive filtering in the presence of perturbations and measurement noise of unknown intensity
• Robust techniques for signal processing: A survey
• Analysis of recursive stochastic algorithms

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