Finite-horizon robust Kalman filter design

DOI10.1109/78.942638zbMath1369.93625MaRDI QIDQ5353508

Fu, Minyue, Carlos E. de Souza, Zhi-Quan Luo

Publication date: 8 September 2017

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/1959.13/25998

Mathematics Subject Classification ID

93E11: Filtering in stochastic control theory

94A12: Signal theory (characterization, reconstruction, filtering, etc.)

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