Design and analysis of discrete-time robust Kalman filters
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Publication:1614344
DOI10.1016/S0005-1098(01)00298-9zbMath1001.93078OpenAlexW2065653331MaRDI QIDQ1614344
Xing Zhu, Yeng Chai Soh, Xie, Lihua
Publication date: 5 September 2002
Published in: Automatica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0005-1098(01)00298-9
Kalman filteringbounded varianceuncertain discrete-time systemsrobust state estimationRiccati difference equationsquadratic filters
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Cites Work
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- Finite escapes and convergence properties of guaranteed-cost robust filters
- Robust Kalman filtering for uncertain discrete-time systems
- Optimal guaranteed cost filtering for uncertain discrete-time linear systems
- Robust filter design with time-varying parameter uncertainty and error variance constraints
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