Feedback polynomial filtering and control of non-Gaussian linear time-varying systems

DOI10.1016/j.sysconle.2018.11.004zbMath1408.93133OpenAlexW2904124013WikidataQ128771343 ScholiaQ128771343MaRDI QIDQ1729109

Alfredo Germani, Francesco Conte, Filippo Cacace, Massimiliano d'Angelo

Publication date: 27 February 2019

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

Full work available at URL: https://doi.org/10.1016/j.sysconle.2018.11.004

zbMATH Keywords

optimal controlKalman filteringstochastic systemsnon-Gaussian systems

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Feedback control (93B52) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05) Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10)

Related Items (6)

Lyapunov differential equations and inequalities for stability and stabilization of linear time-varying systems ⋮ Incremental nonlinear stability analysis of stochastic systems perturbed by Lévy noise ⋮ Quadratic filtering for discrete time-varying non-Gaussian systems under binary encoding schemes ⋮ Distributed infinite‐horizon optimal control of continuous‐time linear systems over network ⋮ Parameter estimation for a class of time‐varying systems with the invariant matrix ⋮ Distributed filtering based on Cauchy-kernel-based maximum correntropy subject to randomly occurring cyber-attacks

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Robust finite-time fault estimation for stochastic nonlinear systems with Brownian motions
• Feedback quadratic filtering
• Robust Kalman filtering for nonlinear multivariable stochastic systems in the presence of non-Gaussian noise
• On the loop transfer recovery
• Robustness results in linear-quadratic Gaussian based multivariable control designs
• Detectability and Stabilizability of Time-Varying Discrete-Time Linear Systems
• A New Suboptimal Approach to the Filtering Problem for Bilinear Stochastic Differential Systems
• Polynomial Filtering for Linear Discrete Time Non-Gaussian Systems
• The polynomial approach to the LQ non-Gaussian regulator problem
• Optimal quadratic solution for the non-Gaussian finite-horizon regulator problem

This page was built for publication: Feedback polynomial filtering and control of non-Gaussian linear time-varying systems