The Conditionally Minimax Nonlinear Filtering Method and Modern Approaches to State Estimation in Nonlinear Stochastic Systems
Andrey V. Borisov, Alexey Vyacheslavovich Bosov, Andrey I. Kibzun, Gregory B. Miller, Konstantin V. Semenikhin · Automation and Remote Control · 2018
We consider, in chronological order, the main results that have defined the concept of conditionally minimax nonlinear filtering. This would let us to follow all the evolution stages of this universal method, from a particular application, through basic mathematical concepts, to an advanced theory able to solve a wide class of robust estimation problems in linear and nonlinear stochastic systems.