Robust filtering of process in the stationary difference stochastic system
DOI10.1134/S0005117911020147zbMath1231.93112OpenAlexW2065221639MaRDI QIDQ544784
E. N. Platonov, K. V. Semenikhin, Alexei R. Pankov
Publication date: 16 June 2011
Published in: Automation and Remote Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1134/s0005117911020147
numerical methoddifference linear stationary stochastic systemgeneral minimax optimization problemprocess estimationrobust Kalman filter
Filtering in stochastic control theory (93E11) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10)
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