Noncausal minimax linear state estimation for systems with uncertain second-order statistics

DOI10.1109/TAC.1984.1103580zbMath0531.93054MaRDI QIDQ3313741

Douglas P. Looze, John C. Darragh

Publication date: 1984

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

zbMATH Keywords

minimax filter; minimax state estimation; uncertain second-order statistics

Mathematics Subject Classification ID

62M20: Inference from stochastic processes and prediction

93E11: Filtering in stochastic control theory

93E10: Estimation and detection in stochastic control theory

93C05: Linear systems in control theory

49J35: Existence of solutions for minimax problems

93C99: Model systems in control theory

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