• DocumentCode
    832066
  • Title

    Kalman-bucy and minimax filtering

  • Author

    Krener, Arthur J.

  • Author_Institution
    University of California, Davis, CA, USA
  • Volume
    25
  • Issue
    2
  • fYear
    1980
  • fDate
    4/1/1980 12:00:00 AM
  • Firstpage
    291
  • Lastpage
    292
  • Abstract
    It is shown that the Kalman-Bucy filter is also a minimax filter.
  • Keywords
    Kalman filtering; Linear systems, time-varying continuous-time; Minimax estimation; Covariance matrix; Differential equations; Feedback; Filtering; Filters; Maximum likelihood estimation; Minimax techniques; Riccati equations; Stochastic processes; Uncertainty;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.1980.1102301
  • Filename
    1102301
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=832066