On the computation of upper covariance bounds for perturbed linear systems

DOI10.1109/9.280774zbMath0820.93072OpenAlexW2083566633MaRDI QIDQ4306724

De Nicolao, Giuseppe, Paolo Bolzern, Colaneri, Patrizio

Publication date: 21 September 1994

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/9.280774

zbMATH Keywords

perturbationlinearRiccati equationconvex cost functionsbounds for covariance

Mathematics Subject Classification ID

Perturbations in control/observation systems (93C73) Linear systems in control theory (93C05) Optimal stochastic control (93E20)

Related Items (4)

Covariance bounds for discrete-time linear systems with time-varying parameter uncertainty ⋮ Optimal robust filtering with time-varying parameter uncertainty ⋮ Optimal design of robust predictors for linear discrete-time systems ⋮ Finite escapes and convergence properties of guaranteed-cost robust filters

This page was built for publication: On the computation of upper covariance bounds for perturbed linear systems