G2TT
来源类型Article
规范类型其他
DOI10.1080/17442508808833485
On stochastic filtering approximations of estimation problems for systems with uncertainty∗.
Kurzhanski A
发表日期1988
出处Stochastics 23 (2): 109-130
出版年1988
语种英语
摘要This paper considers estimating the state of a discrete-time linear system in which the values of an unobserved disturbance process are only known to lie in certain prescribed sets. By introducing additional stochastic disturbances it is shown that this problem can be approximated to arbitrarily high accuracy by the solution of a Kalman filtering problem
关键词State estimation, multistage linear system, geometric constraints, convex analysis, Kalman filter
URLhttp://pure.iiasa.ac.at/id/eprint/14150/
来源智库International Institute for Applied Systems Analysis (Austria)
引用统计
资源类型智库出版物
条目标识符http://119.78.100.153/handle/2XGU8XDN/127027
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GB/T 7714
Kurzhanski A. On stochastic filtering approximations of estimation problems for systems with uncertainty∗.. 1988.
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