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Novel optimal recursive filter for state and fault estimation of linear stochastic systems with unknown disturbances.

Karim KhémiriFayçal Ben HmidaJosé RagotMoncef Gossa
Published in: Int. J. Appl. Math. Comput. Sci. (2011)
Keyphrases
  • stochastic systems
  • dynamic programming
  • worst case
  • conservation laws
  • optimal solution
  • steady state
  • conditional probabilities
  • state dependent
  • stochastic models