Minimax filtering problems in hereditary systems: A new approach to approximate solution

被引：0

作者：

Kolmanovskii, VB ^{[1
]}

Matasov, AI ^{[1
]}

机构：

[1] MOSCOW MV LOMONOSOV STATE UNIV,MOSCOW,RUSSIA

来源：

AUTOMATION AND REMOTE CONTROL | 1996年 / 57卷 / 06期

关键词：

D O I：

暂无

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

Minimax estimation problems in hereditary systems are solved approximately with the help of on estimator for a linear-quadratic approximating problem for which an optimal estimator con be constructed. Using the duality theory of convex variational problems, the nonoptimality degree of the approximate estimator is evaluated without solving the initial minimax estimation problem exactly.

引用

页码：871 / 889

页数：19

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