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A Minimax Filter for Systems with Large Plant Uncertainties Using Measurements Corrupted by Colored Noise |
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| Authors: | Vathsal S. Sarma I.G. |
| Affiliation: | Indian Institute of Science Bangalore, India; |
| Abstract: | A minimax filter is derived to estimate the state of a system, using observations corrupted by colored noise, when large uncertainties in the plant dynamics and process noise are present. |
| Keywords: | |