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A Minimax Filter for Systems with Large Plant Uncertainties Using Measurements Corrupted by Colored Noise

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2 Author(s)
Vathsal, S. ; Indian Institute of Science Bangalore, India ; Sarma, I.G.

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.

Published in:

Aerospace and Electronic Systems, IEEE Transactions on  (Volume:AES-9 ,  Issue: 2 )