Discrete-time minmax filtering subject to a norm-constrained state estimate
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Publication:1679895
DOI10.1016/j.automatica.2017.07.024zbMath1375.93121OpenAlexW2749787415MaRDI QIDQ1679895
Stephen Alexander Chee, James Richard Forbes
Publication date: 22 November 2017
Published in: Automatica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.automatica.2017.07.024
Filtering in stochastic control theory (93E11) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10)
Related Items (2)
Mode separability-based state estimation for uncertain constrained dynamic systems ⋮ Kalman filtering under unknown inputs and norm constraints
Cites Work
- Continuous-time norm-constrained Kalman filtering
- Game theory approach to state estimation of linear discrete-time processes and its relation toH∞-optimal estimation
- A new method for the nonlinear transformation of means and covariances in filters and estimators
- On Kalman Filtering With Nonlinear Equality Constraints
- A game theory approach to constrained minimax state estimation
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