Optimal estimation and filtration under unknown covariances of random factors

DOI10.1134/S000511791411006XzbMATH Open1327.93370OpenAlexW2105697586MaRDI QIDQ891623FDOQ891623

Authors: M. M. Kogan 

Publication date: 17 November 2015

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

Full work available at URL: https://doi.org/10.1134/s000511791411006x

Recommendations

• Robust estimation and filtering in uncertain linear systems under unknown covariations
• LMI-based minimax estimation and filtering under unknown covariances
• Design of Pareto-optimal linear quadratic estimates, filters and controllers
• Filtration of a random process in a statistically uncertain linear stochastic differential system
• Weiner and Kalman filters for systems with random parameters

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Perturbations in control/observation systems (93C73) Estimation and detection in stochastic control theory (93E10)

Cites Work

• Linear Matrix Inequalities in System and Control Theory
• Synthesis of control laws on the basis of matrix inequalities
• Filtering and smoothing in an H/sup infinity / setting
• A framework for state-space estimation with uncertain models
• Design and analysis of discrete-time robust Kalman filters
• 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
• LMI-based minimax estimation and filtering under unknown covariances
• Title not available (Why is that?)
• Title not available (Why is that?)
• LMI-based \(H_\infty\)-optimal control with transients
• Generalized \(H_\infty\)-optimal control as a trade-off between the \(H_\infty\)-optimal and \(\gamma\)-optimal controls
• Minimax estimation by probabilistic criterion
• Title not available (Why is that?)

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

This page was built for publication: Optimal estimation and filtration under unknown covariances of random factors

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q891623)