Minimax state estimation for linear stochastic systems with noise uncertainty

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Linear systems in control theory (93C05) Estimation and detection in stochastic control theory (93E10) Existence of solutions for minimax problems (49J35)

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