Noncausal minimax linear state estimation for systems with uncertain second-order statistics
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Publication:3313741
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)
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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