Minimax linear filtering of dynamic discrete-time processes

MaRDI QIDQ800281zbMATHFDO

Authors G. A. Golubev

Publication date 1984

Published in Automation and Remote Control (Search for Journal in Brave)

zbMATH Keywords

incomplete informationsaddle pointminimax linear filtering

Mathematics Subject Classification ID

Multivariate analysis (62H99) Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Applications of game theory (91A80) Linear systems in control theory (93C05) Discrete-time control/observation systems (93C55)

Recommendations

• Linear recursive filtering of discrete-time dynamic processes with partial information about the disturbances
• Synthesis of minimum-dimension minimax linear filters for discrete-time dynamic processes
• Robust filtering and prediction for linear systems with uncertain dynamics: A game-theoretic approach
• Linear minimax filtering of a stationary random process under the conditions of an a priori partial uncertainty relative to the spectral density
• scientific article; zbMATH DE number 4109752

Cited in

(17)

• Linear recursive filtering of discrete-time dynamic processes with partial information about the disturbances
• Approximate linear minimum variance filters for continuous-discrete state space models: convergence and practical adaptive algorithms
• Minimax FIR smoothers for deterministic continuous-time state space models
• Optimal estimation and control of discrete multiplicative systems with unknown second-order statistics
• Minimax terminal linear control of a linear dynamic system with discrete time when there is incomplete information on the perturbing processes
• Robust linear filtering for multivariable stationary time series
• A game theoretic approach to robust filtering
• Nonminimax filtering in unknown irregular constrained observation noise
• scientific article; zbMATH DE number 3272077 (Why is no real title available?)
• scientific article; zbMATH DE number 3926774 (Why is no real title available?)
• Minimax linear filtering of random sequences with uncertain covariance function
• Design of minimax linear filters based on local and integral criteria
• Robust filtering and prediction for linear systems with uncertain dynamics: A game-theoretic approach
• scientific article; zbMATH DE number 3937071 (Why is no real title available?)
• On minmax filtering over discrete-continuous observations
• Quasi-deadbeat minimax filters for deterministic state~space models
• Minimal dimensional linear filters for discrete-time Markov processes with finite state space

This page was built for publication: Minimax linear filtering of dynamic discrete-time processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q800281)