A minimax property of the Kalman filter

DOI10.1080/00207177708922316MaRDI QIDQ4152432zbMATH OpenOpenAlexFDO

Authors Arunabha Bagchi, Huibert Kwakernaak

Publication date 1977

Published in International Journal of Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207177708922316

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10)

Cites work

• A Kalman filter as a minimax estimator
• Stochastic differential systems. I: Filtering and control. A function space approach
• Stochastic processes and filtering theory

Cited in

(1)

• Model reference adaptive systems applied to regression analyses

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