MINIMAX STATE ESTIMATION FOR LINEAR STOCHASTIC SYSTEMS WITH NOISE UNCERTAINTY.

Keyphrases

• Minimax 100%
• State Estimation 100%
• Noise Uncertainty 100%
• Linear Stochastic Systems 100%
• Second-order Properties 66%
• Explicit Solution 33%
• Noise Correlation 33%
• Model Uncertainty 33%
• Noise Spectrum 33%
• Uncertain Noise 33%
• Spectral Bands 33%
• Matrix Norm 33%
• Neighborhood Model 33%
• One-dimensional Problem 33%
• Multidimensional Problems 33%
• Minimax Filter 33%
• Component-wise 33%
• Linear State Estimation 33%

Computer Science

• Stochastic System 100%
• State Estimation 100%
• Dimensional Problem 50%
• Model Uncertainty 50%
• Dimensional Case 50%
• Explicit Solution 50%

Mathematics

• Minimax 100%
• Stochastic System 100%
• Dimensional Problem 25%
• Dimensional Case 25%
• Explicit Solution 25%
• Matrix Norm 25%
• Multidimensional Case 25%