A semi-definite programming approach for robust tracking

DOI10.1007/s10107-015-0910-5zbMath1353.90105MaRDI QIDQ263222

Aharon Ben-Tal, Shimrit Shtern

Publication date: 4 April 2016

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10107-015-0910-5

zbMATH Keywords

semidefinite programming; robust optimization; Bayesian filtering; estimation of linear systems

Mathematics Subject Classification ID

90C22: Semidefinite programming

90C90: Applications of mathematical programming

90C47: Minimax problems in mathematical programming

93C05: Linear systems in control theory

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