| 来源类型 | Article |
| 规范类型 | 其他 |
| DOI | 10.1080/17442508808833485 |
| 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 |
| URL | http://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 |
| 推荐引用方式 GB/T 7714 | Kurzhanski A. On stochastic filtering approximations of estimation problems for systems with uncertainty∗.. 1988. |
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