Optimum performance levels for minimax filters, predictors and smoothers

Keyphrases

• Discrete-time 100%
• Continuous-time 100%
• Performance Level 100%
• Minimax Filter 100%
• Optimum Performance 100%
• Achievable Performance 50%
• Linear Time-varying Systems 50%
• Gaussian Distribution 50%
• Game Theoretic Approach 50%
• Minimax Estimator 50%
• Bayes Estimator 50%
• Recursive Structure 50%
• Riccati Equation 50%
• Finite Escape Time 50%

Mathematics

• Minimax 100%
• Discrete Time 66%
• Continuous Time 66%
• Gaussian Distribution 33%
• Bayesian Estimation 33%
• Linear Time 33%
• Theoretic Approach 33%
• Riccati Equation 33%