scientific article; zbMATH DE number 4185525

MaRDI QIDQ5750804zbMATH OpenFDO

Authors Vladimir Shiryaev

Publication date 1988

zbMATH Keywords

convex polyhedral constraintslinear discrete control systemminimax filtering problem

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Filtering in stochastic control theory (93E11)

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Cited in

(2)

• Discrete-time minimax estimation under uncertainty with separate constraints
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