scientific article; zbMATH DE number 920743

zbMATH Open0852.93086MaRDI QIDQ4890942FDOQ4890942

Authors: B. I. Anan'ev 

Publication date: 22 October 1996

Title of this publication is not available (Why is that?)

Recommendations

• scientific article; zbMATH DE number 4114532
• Minimax linear estimation in generalized uncertain-stochastic system. II: Minimax filtering in dynamic systems described by stochastic differential equations with measure
• Minimax state estimation for linear stochastic systems with noise uncertainty
• Noncausal minimax linear state estimation for systems with uncertain second-order statistics
• scientific article; zbMATH DE number 3937071

zbMATH Keywords

Kalman filteringminimax problemsMarkov sequences

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10)

Cited In (20)

• Title not available (Why is that?)
• Minimax a posteriori estimation of the Markov processes with finite state spaces
• Minimax estimation in systems of observation with Markovian chains by integral criterion
• Title not available (Why is that?)
• Minimax estimation of parameters of linear discrete periodic processes under uncertainness
• Title not available (Why is that?)
• Title not available (Why is that?)
• State Estimation With Initial State Uncertainty
• Title not available (Why is that?)
• Title not available (Why is that?)
• Comparison of minimax filter and Kalman filter estimations
• Minimax estimation in singular uncertain stochastic models
• Title not available (Why is that?)
• Constructing maximum likelihood estimates for statistically uncertain linear systems
• Minimax estimation in uncertain-stochastic linear differential systems
• Title not available (Why is that?)
• Noncausal minimax linear state estimation for systems with uncertain second-order statistics
• Minimax filtering in a stochastic differential system with non-stationary perturbations of unknown intensity
• Minimax-statistical approach to increasing reliability of measurement information processing
• Minimax estimation for singular linear multivariate models with mixed uncertainty

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4890942)