Optimal design of robust predictors for linear discrete-time systems

DOI10.1016/0167-6911(94)00106-6MaRDI QIDQ672586zbMATH OpenOpenAlexFDO

Authors Paolo Bolzern, Patrizio Colaneri, Giuseppe De Nicolao

Publication date 28 February 1997

Published in Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-6911(94)00106-6

zbMATH Keywords

PredictionRiccati equationDiscrete-time systemsLinear systemsRobust filtering

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) (H^infty)-control (93B36) Design techniques (robust design, computer-aided design, etc.) (93B51) Discrete-time control/observation systems (93C55)

Recommendations

• Robust adaptive one-step ahead predictor
• Optimal robust filtering for uncertain discrete-time systems
• Design and analysis of discrete-time robust Kalman filters
• Robust Wiener- Kolmogorov theory

Cites work

• H_∞ estimation for discrete‐time linear uncertain systems
• A transfer function approach to the problems of discrete-time systems: H/sub infinity /-optimal linear control and filtering
• Covariance bounds for discrete-time linear systems with time-varying parameter uncertainty
• On the computation of upper covariance bounds for perturbed linear systems
• Optimal design of robust predictors for linear discrete-time systems
• Optimum performance levels for minimax filters, predictors and smoothers
• Quadratic stability with real and complex perturbations
• Robust discrete controllers guaranteeing l/sub 2/ and l/sub infinity / performances
• The singular \(H_ 2\) control problem

Cited in

(7)

• Robust adaptive one-step ahead predictor
• Robust filtering for linear equality constrained systems
• Design of robust output predictors under scarce measurements with time-varying delays
• Robust \(\mathcal H_2\) filtering for uncertain linear systems: LMI based methods with parametric Lyapunov functions
• Robust Kalman predictor for uncertain descriptor system with packet dropouts
• Optimal design of robust predictors for linear discrete-time systems
• Finite escapes and convergence properties of guaranteed-cost robust filters

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