Robust filtering for discrete-time systems with bounded noise and parametric uncertainty

DOI10.1109/9.935060zbMath1008.93065MaRDI QIDQ4540430

Giuseppe Carlo Calafiore, Laurent M. El Ghaoui

Publication date: 21 July 2002

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

Full work available at URL: https://semanticscholar.org/paper/44b7a6440ecd906ccb08920274c307f862ec7f13

zbMATH Keywords

convex optimization; discrete-time systems; Kalman filtering; set-membership filtering; confidence ellipsoid; unknown-but-bounded uncertainty; state of estimation

Mathematics Subject Classification ID

93E11: Filtering in stochastic control theory

90C25: Convex programming

93E10: Estimation and detection in stochastic control theory

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