Optimal robust filtering with time-varying parameter uncertainty
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Publication:4876780
DOI10.1080/00207179608921857zbMath0849.93064OpenAlexW2006309702MaRDI QIDQ4876780
Paolo Bolzern, De Nicolao, Giuseppe, Colaneri, Patrizio
Publication date: 6 May 1996
Published in: International Journal of Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207179608921857
Filtering in stochastic control theory (93E11) Perturbations in control/observation systems (93C73) Optimal stochastic control (93E20) Model systems in control theory (93C99)
Related Items (4)
Dynamic observers for linear time-invariant systems ⋮ Finite escapes and convergence properties of guaranteed-cost robust filters ⋮ Robust reduced order unbiased filtering for uncertain systems ⋮ On the stability of the continuous-time Kalman filter subject to exponentially decaying perturbations
Cites Work
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