Summary of Accomplished Work under Previous Air Force Grant AFOSR-83-0229

Abstract

We formulated a theory for robust filtering and smoothing, that combines the qualitative robustness theory with the theory of saddle-point games. On the basis of this theory, we found robust filters for certain contaminated classes of stochastic processes. We recently modified our qualitative robustness for general time series operations. We proposed then breakdown point sensitivity measures, and in conjunction with saddle-point game theoretic results, we determined robust classes of filters, predictors, and interpolators.

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Document Details

Document Type
Technical Report
Publication Date
Jul 13, 1988
Accession Number
ADA204494

Entities

People

  • P. Papantoni-kazakos

Organizations

  • University of Virginia

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Air Force
  • Algorithms
  • Coding
  • Computer Science
  • Electrical Engineering
  • Engineering
  • Filters
  • Filtration
  • Information Science
  • Information Theory
  • Multiple Access
  • Notation
  • Stationary Processes
  • Stochastic Processes
  • Symbols
  • Time Series Analysis
  • Virginia

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.
  • Approximation Theory.
  • Technical Research and Report Writing.