• DocumentCode
    800966
  • Title

    A note on minimax estimation and Kalman filtering

  • Author

    Mintz, M.

  • Author_Institution
    Yale University, New Haven, CN, USA
  • Volume
    14
  • Issue
    5
  • fYear
    1969
  • fDate
    10/1/1969 12:00:00 AM
  • Firstpage
    588
  • Lastpage
    590
  • Abstract
    A minimax estimator for the state of a discrete time-varying linear plant with an a priori unknown control sequence is developed. No statistics for the sequence of control vectors are assumed to exist. It is assumed, however, that the a priori unknown control sequence can be measured in additive Gaussian noise with zero mean and known variance.
  • Keywords
    Kalman filtering; Linear systems, time-varying discrete-time; Minimax estimation; State estimation; Additive noise; Covariance matrix; Filtering; Kalman filters; Minimax techniques; Noise measurement; Nonlinear filters; State estimation; Statistics; Vectors;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.1969.1099239
  • Filename
    1099239
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=800966