Noncausal minimax linear state estimation for systems with uncertain second-order statistics
DOI10.1109/TAC.1984.1103580zbMATH Open0531.93054MaRDI QIDQ3313741FDOQ3313741
Authors: John C. Darragh, Douglas P. Looze
Publication date: 1984
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
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Cited In (13)
- Minimax linear observers and regulators for stochastic systems with uncertain second-order statistics
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- State Estimation With Initial State Uncertainty
- Minimax quadratic filtering of uncertain linear stochastic systems with partial fourth-order information
- Minimax state estimation for linear discrete-time differential-algebraic equations
- Laplace estimation for scalar linear systems
- Robust Wiener filtering with non-parametric spectral uncertainty
- Linear estimation for statistically uncertain systems
- Minimax state estimation for linear stochastic systems with noise uncertainty
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- State estimation with probability constraints
- Discrete-time, robust Wiener filtering with non-parametric spectral uncertainty
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