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.
A Minimax Filter for Systems with Large Plant Uncertainties Using Measurements Corrupted by Colored Noise
IEEE Transactions on Aerospace and Electronic Systems ; AES-9 , 2 ; 183-186
1973-03-01
1157245 byte
Article (Journal)
Electronic Resource
English
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