Discrete-time minimax estimation under uncertainty with separate constraints

zbMATH Open1313.93187MaRDI QIDQ2933401FDOQ2933401

Authors: O. G. Nakonechnyi, A. O. Filipenkov 

Publication date: 10 December 2014

Recommendations

• scientific article; zbMATH DE number 4185525
• Discrete-time minmax filtering subject to a norm-constrained state estimate
• On minmax filtering over discrete-continuous observations
• Robust finite horizon minimax filtering for discrete-time stochastic uncertain systems
• A new approach to constrained state estimation for discrete-time linear systems with unknown inputs

zbMATH Keywords

coordinate descentlinear estimateminimax filterseparate constraints

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Linear systems in control theory (93C05) Estimation and detection in stochastic control theory (93E10)

Cited In (1)

• Discrete-time minmax filtering subject to a norm-constrained state estimate

This page was built for publication: Discrete-time minimax estimation under uncertainty with separate constraints

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2933401)