Browsing by Subject "Nonlinear minimax filtering"

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    • Article  

      Stochastic nonlinear minimax filtering in continuous-time 

      Charalambous, Charalambos D.; Djouadi, S. M. (2001)
      This paper discusses nonlinear stochastic minimax games in which the minimizing player is the state estimate while the maximizing players are square-integrable stochastic disturbances. A pathwise optimization method is ...