A solution of the filtering and smoothing problems for uncertain-stochastic linear dynamic systems

DOI10.1080/00207179408921472zbMath0808.93065OpenAlexW1990896165MaRDI QIDQ4311318

Andrey V. Borisov, Alexei R. Pankov

Publication date: 26 October 1994

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

Full work available at URL: https://doi.org/10.1080/00207179408921472

zbMATH Keywords

smoothing algorithmfiltering algorithmminimax-stochastic criterionuncertain-stochastic dynamic systems

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Sensitivity (robustness) (93B35) Data smoothing in stochastic control theory (93E14) Optimal stochastic control (93E20)

Related Items (2)

The conditionally minimax nonlinear filtering method and modern approaches to state estimation in nonlinear stochastic systems ⋮ Kalman--Bucy Filtering and Minimum Mean Square Estimator under Uncertainty

Cites Work

• Estimation of dependences based on empirical data. Transl. from the Russian by Samuel Kotz
• A solution of the smoothing problem for linear dynamic systems
• Solution of the H/sub infinity / optimal linear filtering problem for discrete-time systems
• Filtering and smoothing in an H/sup infinity / setting
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