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- Öhrn, K, et al.
(author)
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A probabilistic approach to multivariable robust filtering and open-loop control
- 1995
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In: IEEE TRANSACTIONS ON AUTOMATIC CONTROL. - : IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC. - 0018-9286. ; 40:3, s. 405-418
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Journal article (peer-reviewed)abstract
- A new approach to robust filtering, prediction, and smoothing of discrete-time signal vectors is presented. Linear time-invariant filters are designed to be insensitive to spectral uncertainty in signal models. The goal is to obtain a simple design method
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