Quadratic covariance‐constrained filtering for linear and non‐linear systems with non‐Gaussian noises (Q6081056): Difference between revisions

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scientific article; zbMATH DE number 7754992

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English	Quadratic covariance‐constrained filtering for linear and non‐linear systems with non‐Gaussian noises	scientific article; zbMATH DE number 7754992

Statements

instance of

scholarly article

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title

Quadratic covariance‐constrained filtering for linear and non‐linear systems with non‐Gaussian noises (English)

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Optimal Control Applications and Methods

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publication date

25 October 2023

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zbMATH Keywords

covariance

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filtering

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linear and non-linear system

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non-Gaussian noise

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stability

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1002/oca.3015

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cites work

Robust Kalman estimators for systems with mixed uncertainties

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A framework for state-space estimation with uncertain models

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Robust deterministic least-squares filtering for uncertain time-varying nonlinear systems with unknown inputs

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On robust Kalman filter for two-dimensional uncertain linear discrete time-varying systems: a least squares method

0 references

Unbiased Minimum Variance Fault and State Estimation for Linear Discrete Time-Varying Two-Dimensional Systems

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Nonlinear Bayesian estimation using Gaussian sum approximations

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Robust filtering for discrete-time systems with bounded noise and parametric uncertainty

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Recursive consistent estimation with bounded noise

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Polynomial Filtering for Linear Discrete Time Non-Gaussian Systems

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Hybrid filtering for linear systems with non-Gaussian disturbances

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Maximum correntropy Kalman filter

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State and parameter joint estimation of linear stochastic systems in presence of faults and <scp>non‐Gaussian</scp> noises

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Reduced-Order Generalized <formula formulatype="inline"> <tex Notation="TeX">$H_{\infty}$</tex></formula> Filtering for Linear Discrete-Time Systems With Application to Channel Equalization

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H∞filter design for linear time-invariant systems with polytopic uncertainties in finite frequency domain

0 references

Robust distributed H∞ filtering over an uncertain sensor network with multiple fading measurements and varying sensor delays

0 references

Distributed extended Kalman filter with nonlinear consensus estimate

0 references

Stability of consensus extended Kalman filter for distributed state estimation

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Stochastic stability of a modified unscented Kalman filter with stochastic nonlinearities and multiple fading measurements

0 references

Extended $\mathcal H_\infty$ filtering of Markov jump nonlinear systems with general uncertain transition probabilities

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Robust $H_{\infty }$ filtering for discrete nonlinear stochastic systems with time-varying delay

0 references

One-Step Prediction for Discrete Time-Varying Nonlinear Systems With Unknown Inputs and Correlated Noises

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Likelihood function modeling of particle filter in presence of non-stationary non-Gaussian measurement noise

0 references

Generalized Correntropy for Robust<?Pub _newline ?>Adaptive Filtering

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Maximum correntropy unscented Kalman and information filters for non-Gaussian measurement noise

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Entropy Optimization Filtering for Fault Isolation of Nonlinear Non-Gaussian Stochastic Systems

0 references

Fault detection filter design for a class of nonlinear Markovian jumping systems with mode-dependent time-varying delays

0 references

Reliable H ∞ filter design for a class of discrete-time nonlinear systems with time-varying delay

0 references

Error-Constrained Filtering for a Class of Nonlinear Time-Varying Delay Systems With Non-Gaussian Noises

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Ellipsoidal state estimation based on sum of squares for non‐linear systems with unknown but bounded noise

0 references

Ellipsoidal Fusion Estimation for Multisensor Dynamic Systems With Bounded Noises

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Linear Matrix Inequalities in System and Control Theory

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Distributed Kalman consensus filter with intermittent observations

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Robust Kalman filtering for discrete time-varying uncertain systems with multiplicative noises

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Identifiers

DOI

10.1002/oca.3015

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:6081056

@@ Property / full work available at URL @@
+https://doi.org/10.1002/oca.3015
@@ Property / full work available at URL: https://doi.org/10.1002/oca.3015 / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W4377965571
@@ Property / OpenAlex ID: W4377965571 / rank @@
+Normal rank
@@ Property / cites work @@
+Robust Kalman estimators for systems with mixed uncertainties
+Normal rank
@@ Property / cites work @@
+A framework for state-space estimation with uncertain models
+Normal rank
@@ Property / cites work @@
+Robust deterministic least-squares filtering for uncertain time-varying nonlinear systems with unknown inputs
+Normal rank
@@ Property / cites work @@
+On robust Kalman filter for two-dimensional uncertain linear discrete time-varying systems: a least squares method
+Normal rank
@@ Property / cites work @@
+Unbiased Minimum Variance Fault and State Estimation for Linear Discrete Time-Varying Two-Dimensional Systems
+Normal rank
@@ Property / cites work @@
+Nonlinear Bayesian estimation using Gaussian sum approximations
+Normal rank
@@ Property / cites work @@
+Robust filtering for discrete-time systems with bounded noise and parametric uncertainty
+Normal rank
@@ Property / cites work @@
+Recursive consistent estimation with bounded noise
+Normal rank
@@ Property / cites work @@
+Polynomial Filtering for Linear Discrete Time Non-Gaussian Systems
+Normal rank
@@ Property / cites work @@
+Hybrid filtering for linear systems with non-Gaussian disturbances
+Normal rank
@@ Property / cites work @@
+Maximum correntropy Kalman filter
@@ Property / cites work: Maximum correntropy Kalman filter / rank @@
+Normal rank
@@ Property / cites work @@
+State and parameter joint estimation of linear stochastic systems in presence of faults and <scp>non‐Gaussian</scp> noises
+Normal rank
@@ Property / cites work @@
+Reduced-Order Generalized &lt;formula formulatype="inline"&gt; &lt;tex Notation="TeX"&gt;$H_{\infty}$&lt;/tex&gt;&lt;/formula&gt; Filtering for Linear Discrete-Time Systems With Application to Channel Equalization
+Normal rank
@@ Property / cites work @@
+<i>H</i><sub>∞</sub>filter design for linear time-invariant systems with polytopic uncertainties in finite frequency domain
+Normal rank
@@ Property / cites work @@
+Robust distributed <i>H</i><sub><i>∞</i></sub> filtering over an uncertain sensor network with multiple fading measurements and varying sensor delays
+Normal rank
@@ Property / cites work @@
+Distributed extended Kalman filter with nonlinear consensus estimate
+Normal rank
@@ Property / cites work @@
+Stability of consensus extended Kalman filter for distributed state estimation
+Normal rank
@@ Property / cites work @@
+Stochastic stability of a modified unscented Kalman filter with stochastic nonlinearities and multiple fading measurements
+Normal rank
@@ Property / cites work @@
+Extended \(\mathcal H_\infty\) filtering of Markov jump nonlinear systems with general uncertain transition probabilities
+Normal rank
@@ Property / cites work @@
+Robust \(H_{\infty }\) filtering for discrete nonlinear stochastic systems with time-varying delay
+Normal rank
@@ Property / cites work @@
+One-Step Prediction for Discrete Time-Varying Nonlinear Systems With Unknown Inputs and Correlated Noises
+Normal rank
@@ Property / cites work @@
+Likelihood function modeling of particle filter in presence of non-stationary non-Gaussian measurement noise
+Normal rank
@@ Property / cites work @@
+Generalized Correntropy for Robust<?Pub _newline ?>Adaptive Filtering
+Normal rank
@@ Property / cites work @@
+Maximum correntropy unscented Kalman and information filters for non-Gaussian measurement noise
+Normal rank
@@ Property / cites work @@
+Entropy Optimization Filtering for Fault Isolation of Nonlinear Non-Gaussian Stochastic Systems
+Normal rank
@@ Property / cites work @@
+Fault detection filter design for a class of nonlinear Markovian jumping systems with mode-dependent time-varying delays
+Normal rank
@@ Property / cites work @@
+Reliable <i>H</i>                         <sub>∞</sub>  filter design for a class of discrete-time nonlinear systems with time-varying delay
+Normal rank
@@ Property / cites work @@
+Error-Constrained Filtering for a Class of Nonlinear Time-Varying Delay Systems With Non-Gaussian Noises
+Normal rank
@@ Property / cites work @@
+Ellipsoidal state estimation based on sum of squares for non‐linear systems with unknown but bounded noise
+Normal rank
@@ Property / cites work @@
+Ellipsoidal Fusion Estimation for Multisensor Dynamic Systems With Bounded Noises
+Normal rank
@@ Property / cites work @@
+Linear Matrix Inequalities in System and Control Theory
+Normal rank
@@ Property / cites work @@
+Distributed Kalman consensus filter with intermittent observations
+Normal rank
@@ Property / cites work @@
+Robust Kalman filtering for discrete time-varying uncertain systems with multiplicative noises
+Normal rank