Noncausal minimax linear state estimation for systems with uncertain second-order statistics
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Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Linear systems in control theory (93C05) Model systems in control theory (93C99) Estimation and detection in stochastic control theory (93E10) Existence of solutions for minimax problems (49J35)
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Cited in
(13)- Minimax linear observers and regulators for stochastic systems with uncertain second-order statistics
- scientific article; zbMATH DE number 920743 (Why is no real title available?)
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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
- scientific article; zbMATH DE number 4144788 (Why is no real title available?)
- State estimation with probability constraints
- Discrete-time, robust Wiener filtering with non-parametric spectral uncertainty
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