Linear filtering with adaptive adjustment of the disturbance covariation matrices in the plant and measurement noise

Author:

Barabanov A. E.

Publisher

Pleiades Publishing Ltd

Subject

Control and Systems Engineering,Electrical and Electronic Engineering

Reference10 articles.

1. Fomin, V.N., Rekurrentnoe otsenivanie i adaptivnaya fil’tratsiya (Recurrent Estimation and Adaptive Filtering), Moscow: Nauka, 1984.

2. Barabanov, A.E., Lukomskii, Yu.A., and Miroshnikov, A.N., Adaptive Filtration under Unknown Intensities of Disturbances and Measurement Noises, Autom. Remote Control, 1992, vol. 53, no. 11, pp. 1731–1738.

3. Kurzhanskii, A.B., Upravlenie i nablyudenie v usloviyakh neopredelennosti (Control and Observation under Uncertainty), Moscow: Nauka, 1977.

4. Kassam S.A. and Poor H.V., Robust Techniques for Signal Processing: A Survey, Proc. IEEE, 1985, vol. 73, no. 3, pp. 433–481.

5. Semenikhin, K.V., Minimaksnoe otsenivanie v neopredelenno-stokhasticheskikh modelyakh lineinoi regressii (Minimax Estimation in the Uncertain-stochastic Models of Linear Regression), Moscow: MAI, 2011.

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