Robust deterministic least-squares filtering for uncertain time-varying nonlinear systems with unknown inputs
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Publication:1729063
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Cites work
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- Extension of unbiased minimum-variance input and state estimation for systems with unknown inputs
- General two-stage extended kalman filters
- General two-stage Kalman filters
- scientific article; zbMATH DE number 1342063 (Why is no real title available?)
- Information Filtering and Array Algorithms for Descriptor Systems Subject to Parameter Uncertainties
- Information filtering and array algorithms for discrete-time Markovian jump linear systems subject to parametric uncertainties
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- Optimal robust filtering for systems subject to uncertainties
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- Regularized Robust Filters for Time-Varying Uncertain Discrete-Time Systems
- Robust \(l_{2}\)-\(l_{\infty}\) guaranteed cost filtering for uncertain discrete-time switched system with mode-dependent time-varying delays
- Robust Estimation for Discrete-Time Markovian Jump Linear Systems
- Robust guaranteed cost state estimation for nonlinear stochastic uncertain systems via an IQC approach
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Cited in
(9)- Robust filtering for deterministic systems with implicit outputs
- Robust estimation for LPV systems in the presence of non-uniform measurements
- Robust estimation and filtering in uncertain linear systems under unknown covariations
- State estimation for stochastic time-varying multisensor systems with multiplicative noises: centralized and decentralized data fusion
- Quadratic covariance‐constrained filtering for linear and non‐linear systems with non‐Gaussian noises
- Simultaneous state and unknown input set‐valued observers for quadratically constrained nonlinear dynamical systems
- Consensus-based robust least-squares filter for multi-sensor systems
- Adaptive moving horizon state estimation for linear time-varying systems with unknown model parameters and noise statistics
- Robust continuous-time matrix estimation under dependent noise perturbations: sliding modes filtering and LSM with forgetting
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