A General Approach to Minimax Robust Filtering.

Abstract

General results systematizing the solution of minimax robust filtering problems are presented. Their application is investigated in the areas of matched filtering and of state estimation and control for linear time-varyng stochastic systems. Further minimax filtering situations are studied for other problems in signal detection and estimation.

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Document Details

Document Type
Technical Report
Publication Date
Dec 01, 1981
Accession Number
ADA112120

Entities

People

  • Sergio Verdú

Organizations

  • University of Illinois Urbana–Champaign

Tags

Communities of Interest

  • Energy and Power Technologies
  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Adaptive Systems
  • Air Force
  • Control Systems
  • Convex Sets
  • Detection
  • Filtration
  • Information Science
  • Information Theory
  • Kalman Filters
  • Mathematical Models
  • New York
  • Order Statistics
  • Signal Detection
  • Signal Processing
  • Statistics
  • Two Dimensional
  • United States

Fields of Study

  • Engineering

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.
  • Systems Analysis and Design