A General Approach to Minimax Robust Filtering.
- 1 December 1981
- report
- Published by Defense Technical Information Center (DTIC)
Abstract
General results systematizing the solution of minimax robust filtering problems are presented. Their application is investigated in the areas of matched filtering and of state estimation and control for linear time-varyng stochastic systems. Further minimax filtering situations are studied for other problems in signal detection and estimation.Keywords
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