Publications of Francesco Carravetta

This page shows all publications that appeared in the IASI annual research reports. Authors currently affiliated with the Institute are always listed with the full name.

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IASI Research Report n. 418  (Previous    Next)


Francesco Carravetta, Gabriella Mavelli

A way to exploit higher order information in minimax filtering problems

ABSTRACT
In this paper, the minimax filtering problem for uncertain linear stochastic systems, with partial information given on the fourth moments of the noises distributions, is considered. In this setting, the minimax filter is found resulting in a quadratic one. Numerical simulations are presented, showing the effectiveness of the proposed method, in that the steady state worst case error variance of the minimax filter results to be ever less than the exact error variance of the linear filter.
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