Title :
A Minimax Filter for Systems with Large Plant Uncertainties Using Measurements Corrupted by Colored Noise
Author :
Vathsal, S. ; Sarma, I.G.
Author_Institution :
Indian Institute of Science Bangalore, India
fDate :
3/1/1973 12:00:00 AM
Abstract :
A minimax filter is derived to estimate the state of a system, using observations corrupted by colored noise, when large uncertainties in the plant dynamics and process noise are present.
Keywords :
Additive white noise; Colored noise; Filters; Measurement uncertainty; Minimax techniques; Noise measurement; Pollution measurement; State estimation; Time measurement; White noise;
Journal_Title :
Aerospace and Electronic Systems, IEEE Transactions on
DOI :
10.1109/TAES.1973.309765
