As an application of filtering theory, we study one kind of partially observed linear quadratic recursive optimal control problem.

作为滤波理论的应用，我们研究了一类部分可观测的递归线性二次最优控制问题。

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Based on the game theory and LQG optimal control theory, the mini-max robust filtering is presented, which can minimize the filtering errors under the disturbance of uncertain noises.

根据博弈理论与最优控制理论，提出一种能够在具有不确定噪声干扰中最小化滤波误差的极小极大值鲁棒滤波器。

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Based on the game theory and LQG optimal control theory, the mini-max robust filtering is presented, which can minimize the filtering errors under the disturbance of uncertain noises.

根据博弈理论与最优控制理论，提出一种能够在具有不确定噪声干扰中最小化滤波误差的极小极大值鲁棒滤波器。

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