Estimation of the disturbance structure from data using semidefinite programming and optimal weighting

DOI10.1016/J.AUTOMATICA.2008.05.032zbMath1154.93432OpenAlexW2032982167WikidataQ55969202 ScholiaQ55969202MaRDI QIDQ1000801

Murali R. Rajamani, James B. Rawlings

Publication date: 10 February 2009

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2008.05.032

zbMATH Keywords

state estimationsemidefinite programmingcovariance estimationminimum independent disturbancesminimum variance estimation

Mathematics Subject Classification ID

Semidefinite programming (90C22) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05) Least squares and related methods for stochastic control systems (93E24)

Related Items (12)

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Uses Software

• astsa

Cites Work

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