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Envelope-constrained filters with uncertain input. (English) Zbl 0515.93060


MSC:

93E11 Filtering in stochastic control theory
93C55 Discrete-time control/observation systems
90C25 Convex programming
49J35 Existence of solutions for minimax problems
49M29 Numerical methods involving duality
90C55 Methods of successive quadratic programming type
93E25 Computational methods in stochastic control (MSC2010)
62M20 Inference from stochastic processes and prediction
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References:

[1] R. Evans, A. Cantoni, and T. Fortmann, ”Envelope-constrained filters: I: Theory and Applications; II: Adaptive Structures, ”IIEE Trans. on Inform Theory, July 1977, pp. 421–444. · Zbl 0355.93032
[2] A. A. Goldstein,Constructive Real Analysis, Harper-Row, New York, 1967. · Zbl 0189.49703
[3] R. T. Rockafellar,Convex Analysis, Princeton University Press, 1970. · Zbl 0193.18401
[4] L. S. Lasdon,Optimization Theory for Large Systems, MacMillan, New York, 1970. · Zbl 0224.90038
[5] C. Cook and M. Bernfeld,Radar Signals, Academic Press, New York, 1967, Ch. II.
[6] D. Delong, ”Design of Radar Signals and Receivers Subject to Implementation Errors,”IEEE Trans. Inform Theory, Vol. IT-16, No. 6, November 1970, pp. 707–711.
[7] R. J. Evans, ”Design of Robust Sidelobe Suppression Filters,” International Conference Radar-77, London, October 25–28, 1977.
[8] R. J. Evans, ”Robust Digital Filter Design,”IEEE Conf. Circuits and Systems, Tokyo, Japan, 1979.
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