Observer design methodology for stochastic and deterministic robustness

DOI10.1080/00207170701710974zbMath1152.93316OpenAlexW2069164106MaRDI QIDQ3543046

Kunsoo Huh, Jongchul Jung, Tae-Hee Lee

Publication date: 1 December 2008

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207170701710974

Mathematics Subject Classification ID

Sensitivity (robustness) (93B35) Observability (93B07)

Related Items (5)

Luenberger-type observer design for stochastic time-delay systems ⋮ Adaptive state estimation for a class of nonlinear stochastic systems under generalized Lipschitz condition ⋮ Online adaptive optimal control for continuous-time nonlinear systems with completely unknown dynamics ⋮ New delay-dependent observer-based control for uncertain stochastic time-delay systems ⋮ Neural-network-observer-based optimal control for unknown nonlinear systems using adaptive dynamic programming

Cites Work

• Robust Kalman filtering for uncertain systems
• Steady-state Kalman filtering with an \(H_{\infty}\) error bound
• Optimal linear filtering under parameter uncertainty
• Reducing the sensitivity to parameter variations of a minimum-order reduced-order observer
• The structure of robust observers
• A Quantitative Performance Index for Observer-Based Monitoring Systems
• Optimal guaranteed cost control and filtering for uncertain linear systems
• A Non-Normality Measure of the Condition Number for Monitoring and Control
• Well-Conditioned Observer Design for Observer-Based Monitoring Systems
• H/sub ∞/ Gaussian filter on infinite time horizon
• Finite-horizon robust Kalman filter design
• New approaches to robust minimum variance filter design

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