Pages that link to "Item:Q2386483"

The following pages link to Filtration of a random process in a statistically uncertain linear stochastic differential system (Q2386483):

Displaying 11 items.

• Minimax linear filtering of random sequences with uncertain covariance function (Q315113) (← links)
• The Wonham filter under uncertainty: A game-theoretic approach (Q540194) (← links)
• Minimax control of a process in a linear uncertain-stochastic system with incomplete data (Q927595) (← links)
• The conditionally minimax nonlinear filtering method and modern approaches to state estimation in nonlinear stochastic systems (Q1641941) (← links)
• Design of Pareto-optimal linear quadratic estimates, filters and controllers (Q1641943) (← links)
• Minimax filtering in a stochastic differential system with non-stationary perturbations of unknown intensity (Q1951934) (← links)
• Synthesis of reduced Kalman filter with the guaranteed estimation quality of dynamic system state (Q2017552) (← links)
• Robust filtering and propagation of uncertainty in hidden Markov models (Q2042836) (← links)
• Minimax filtering in linear stochastic uncertain discrete-continuous systems (Q2457518) (← links)
• Pathwise stochastic control with applications to robust filtering (Q2657939) (← links)
• Parameter Uncertainty in the Kalman--Bucy Filter (Q5232198) (← links)