Discrete-time, robust Wiener filtering with non-parametric spectral uncertainty

DOI10.3166/ejc.18.378-390zbMath1291.93305MaRDI QIDQ389815

Decílio M. Sales, Gilberto O. Corrêa

Publication date: 21 January 2014

Published in: European Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3166/ejc.18.378-390

zbMATH Keywords

linear systems; Wiener filtering; linear matrix inequalities; discrete-time systems; robust filters

Mathematics Subject Classification ID

93E11: Filtering in stochastic control theory

93C55: Discrete-time control/observation systems

Cites Work

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