A. V. Borisov, A. V. Bosov, A. I. Kibzun, G. B. Miller, K. V. Semenikhin, “The conditionally minimax nonlinear filtering method and modern approaches to state estimation in nonlinear stochastic systems”, Avtomat. i Telemekh., 2018, Issue 1,Pages <nobr>3

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The conditionally minimax nonlinear filtering method and modern approaches to state estimation in nonlinear stochastic systems

A. V. Borisov^a, A. V. Bosov^a, A. I. Kibzun^b, G. B. Miller^a, K. V. Semenikhin^a

^a Institute of Informatics Problems of Federal Research Center "Computer Science and Control" of Russian Academy of Sciences, Moscow, Russia
^b Moscow Aviation Institute, Moscow, Russia

Abstract: 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.

Keywords: discrete-time nonlinear stochastic system, conditionally minimax nonlinear filtering, basic prediction, basic correction, minimax estimation problem.

Presented by the member of Editorial Board: B. M. Miller

Received: 20.03.2017