Optimal estimation and filtration under unknown covariances of random factors
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Cites work
- scientific article; zbMATH DE number 3858048 (Why is no real title available?)
- scientific article; zbMATH DE number 3661177 (Why is no real title available?)
- scientific article; zbMATH DE number 3513618 (Why is no real title available?)
- A framework for state-space estimation with uncertain models
- Design and analysis of discrete-time robust Kalman filters
- Filtering and smoothing in an H/sup infinity / setting
- Generalized \(H_\infty\)-optimal control as a trade-off between the \(H_\infty\)-optimal and \(\gamma\)-optimal controls
- LMI-based \(H_\infty\)-optimal control with transients
- LMI-based minimax estimation and filtering under unknown covariances
- Linear Matrix Inequalities in System and Control Theory
- Minimax estimation by probabilistic criterion
- Minimax state estimation for linear stochastic systems with noise uncertainty
- Optimal guaranteed cost filtering for uncertain discrete-time linear systems
- Robust Finite-Horizon Kalman Filtering for Uncertain Discrete-Time Systems
- Synthesis of control laws on the basis of matrix inequalities
Cited in
(10)- Robust estimation and filtering in uncertain linear systems under unknown covariations
- Robust filtering for a class of nonlinear stochastic systems with probability constraints
- Effectiveness of Bayesian filters: an information fusion perspective
- Design of Pareto-optimal linear quadratic estimates, filters and controllers
- Minimax linear filtering of random sequences with uncertain covariance function
- Method of dummy measurements for multiple model estimation of processes in a linear stochastic system
- Optimal multilinear estimation of a random vector under constraints of causality and limited memory
- State observer synthesis by measurement results for nonlinear Lipschitz systems with uncertain disturbances
- On the Lagrange duality of stochastic and deterministic minimax control and filtering problems
- Fuzzy linear regression and its applications to forecasting in uncertain environment
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