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Avtomatika i Telemekhanika, 1984, Issue 2, Pages 72–81 (Mi at4611)  

This article is cited in 1 scientific paper (total in 1 paper)

Stochastic Systems

Minimax linear filtering of dynamic discrete time processes

G. A. Golubev

Moscow
Abstract: The paper is concerned with linear filtering of dynamic discrete time processes with incomplete data on the disturbing processes, viz. with specified constraints on the variance of these processes and unspecified correlation functions. A game problem statement is provided and conditions are found that must be satisfied by the disturbing process and linear filter which make the saddle point. An example of solving a minimax linear filtering problem is given.

Received: 14.07.1982
Bibliographic databases:
Document Type: Article
UDC: 621.391.272:519.272
Language: Russian
Citation: G. A. Golubev, “Minimax linear filtering of dynamic discrete time processes”, Avtomat. i Telemekh., 1984, no. 2, 72–81; Autom. Remote Control, 45:2 (1984), 203–211
Citation in format AMSBIB
\Bibitem{Gol84}
\by G.~A.~Golubev
\paper Minimax linear filtering of dynamic discrete time processes
\jour Avtomat. i Telemekh.
\yr 1984
\issue 2
\pages 72--81
\mathnet{http://mi.mathnet.ru/at4611}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=758681}
\zmath{https://zbmath.org/?q=an:0549.93058}
\transl
\jour Autom. Remote Control
\yr 1984
\vol 45
\issue 2
\pages 203--211
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  • https://www.mathnet.ru/eng/at4611
  • https://www.mathnet.ru/eng/at/y1984/i2/p72
  • This publication is cited in the following 1 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
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