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Novel optimal recursive filter for state and fault estimation of linear stochastic systems with unknown disturbances.
Karim Khémiri
Fayçal Ben Hmida
José Ragot
Moncef Gossa
Published in:
Int. J. Appl. Math. Comput. Sci. (2011)
Keyphrases
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stochastic systems
dynamic programming
worst case
conservation laws
optimal solution
steady state
conditional probabilities
state dependent
stochastic models