MINIMAX STATE ESTIMATION FOR LINEAR STOCHASTIC-SYSTEMS WITH NOISE UNCERTAINTY

被引:79
作者
POOR, V [1 ]
LOOZE, DP [1 ]
机构
[1] UNIV ILLINOIS,COORDINATED SCI LAB,URBANA,IL 61801
关键词
D O I
10.1109/TAC.1981.1102756
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
引用
收藏
页码:902 / 906
页数:5
相关论文
共 17 条
[1]  
Barbu V., 1986, CONVEXITY OPTIMIZATI
[2]  
GREENLEE TL, 1977, 16TH P IEEE C DEC CO, P585
[3]   A ROBUST VERSION OF THE PROBABILITY RATIO TEST [J].
HUBER, PJ .
ANNALS OF MATHEMATICAL STATISTICS, 1965, 36 (06) :1753-1758
[4]  
Kalman R., 1961, J BASIC ENG, V83, P95, DOI [10.1115/1.3658902, DOI 10.1115/1.3658902]
[5]   TWO-DIMENSIONAL FILTERS FOR SIGNAL-PROCESSING UNDER MODELING UNCERTAINTIES [J].
KASSAM, SA ;
LIM, TL ;
CIMINI, LJ .
IEEE TRANSACTIONS ON GEOSCIENCE AND REMOTE SENSING, 1980, 18 (04) :331-336
[6]   ROBUST WIENER FILTERS [J].
KASSAM, SA ;
LIM, TL .
JOURNAL OF THE FRANKLIN INSTITUTE-ENGINEERING AND APPLIED MATHEMATICS, 1977, 304 (4-5) :171-185
[7]  
KASSAM SA, 1981, IEEE T INFORM THEORY, V27
[8]   KALMAN FILTER - ROBUST ESTIMATOR FOR SOME CLASSES OF LINEAR QUADRATIC PROBLEMS [J].
MORRIS, JM .
IEEE TRANSACTIONS ON INFORMATION THEORY, 1976, 22 (05) :526-534
[9]   OPTIMUM WIENER BOUNDING FILTERS IN PRESENCE OF UNCERTAINTIES [J].
NAHI, NE ;
WEISS, IM .
INFORMATION AND CONTROL, 1975, 28 (03) :179-191
[10]   BOUNDING FILTER - SIMPLE SOLUTION TO LACK OF EXACT A PRIORI STATISTICS [J].
NAHI, NE ;
WEISS, IM .
INFORMATION AND CONTROL, 1978, 39 (02) :212-224