Title :
On minmax filtering over discrete-continuous observations
Author :
Orlov, Yury V. ; Basin, Michael V.
Author_Institution :
Dept. of Electron. & Telecommun., CICESE, San Diego, CA, USA
fDate :
9/1/1995 12:00:00 AM
Abstract :
This paper presents the minmax filtering problem for a state of a dynamic system under uncertainty conditions over discrete-continuous observations. The solution of the problem is based on the previously derived minmax filtering equations over continuous observations. Some mathematical tools concerning the problem are considered
Keywords :
convergence of numerical methods; differential equations; filtering theory; linear systems; minimax techniques; observability; bounded variation functions; differential equations; discrete-continuous observations; linear dynamic system; minmax filtering; weak convergence; Calibration; Differential equations; Filtering; Filters; Minimax techniques; Motion estimation; Signal processing; State estimation; Stochastic processes; Uncertainty;
Journal_Title :
Automatic Control, IEEE Transactions on
