Optimal robust filtering with time-varying parameter uncertainty

DOI10.1080/00207179608921857MaRDI QIDQ4876780zbMATH OpenOpenAlexFDO

Authors Paolo Bolzern, Patrizio Colaneri, Giuseppe De Nicolao

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

zbMATH Keywords

optimal robust filter

Mathematics Subject Classification ID

Perturbations in control/observation systems (93C73) Model systems in control theory (93C99) Filtering in stochastic control theory (93E11) Optimal stochastic control (93E20)

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Cites work

• H_∞ estimation for discrete‐time linear uncertain systems
• Estimation and Feedback in Linear Time-Varying Systems: A Deterministic Theory
• On the computation of upper covariance bounds for perturbed linear systems
• Robust filtering and feedforward control based on probabilistic descriptions of model errors
• Robust filtering and prediction for linear systems with uncertain dynamics: A game-theoretic approach
• Robust Kalman filtering for uncertain systems
• Robust stabilization of uncertain linear systems: quadratic stabilizability and H/sup infinity / control theory
• Robust, reduced-order, nonstrictly proper state estimation via the optimal projection equations with guaranteed cost bounds
• State-space solutions to standard H/sub 2/ and H/sub infinity / control problems
• Steady-state Kalman filtering with an \(H_{\infty}\) error bound
• Upper and lower bounds of Gramian for a class of perturbed linear systems
• Upper and lower covariance bounds for perturbed linear systems

Cited in

(10)

• Dynamic observers for linear time-invariant systems
• Robust filtering under stochastic parametric uncertainties
• On the stability of the continuous-time Kalman filter subject to exponentially decaying perturbations
• Robust H₂ filtering for uncertain systems with measurable inputs
• scientific article; zbMATH DE number 4174806 (Why is no real title available?)
• On the Time-Varying Riccati Difference Equation of Optimal Filtering
• Robust filter design with time-varying parameter uncertainty and error variance constraints
• Robust reduced order unbiased filtering for uncertain systems
• Finite escapes and convergence properties of guaranteed-cost robust filters
• Anisotropy-based multicriteria time-varying filtering on finite horizon

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