Recursive robust filtering with finite-step correlated process noises and missing measurements

DOI10.1007/s00034-011-9289-6zbMath1238.93108OpenAlexW2018063792MaRDI QIDQ411171

Ming Zeng, Zidong Wang, Jianxin Feng

Publication date: 4 April 2012

Published in: Circuits, Systems, and Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00034-011-9289-6

zbMATH Keywords

recursive filtersmin-max game theorymissing measurementsrobust filtersfinite-step correlated noisesmultiplicative noisesnorm-bound uncertainty

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10)

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