Robust filtering of stochastic uncertain systems on an infinite time horizon
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Publication:3151659
DOI10.1080/00207170210134219zbMath1018.93027OpenAlexW1964660396MaRDI QIDQ3151659
Valery A. Ugrinovskii, Ian R. Petersen
Publication date: 16 October 2002
Published in: International Journal of Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207170210134219
estimationalgebraic Riccati equationslinear stochastic uncertain systemsminimax optimal errorrobust Kalman filter synthesis
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