On asymptotic behaviors of a sensitivity penalization based robust state estimator

DOI10.1016/J.SYSCONLE.2010.11.007MaRDI QIDQ2430962zbMATH OpenOpenAlexFDO

Authors Tong Zhou, Huayong Liang

Publication date 8 April 2011

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

Full work available at URL https://doi.org/10.1016/j.sysconle.2010.11.007

zbMATH Keywords

recursive estimationrobustnesssensitivity penalizationstate estimationstructured parametric uncertainty

Mathematics Subject Classification ID

Sensitivity (robustness) (93B35) Discrete-time control/observation systems (93C55) Lyapunov and other classical stabilities (Lagrange, Poisson, (L^p, l^p), etc.) in control theory (93D05) Estimation and detection in stochastic control theory (93E10)

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Cites work

• Conditional central algorithms for worst case set-membership identification and filtering
• Guaranteed error estimation in uncertain systems
• H/sup /spl infin// control and estimation with preview-part I: matrix ARE solutions in continuous time
• Kalman Filtering With Intermittent Observations
• Matrix Riccati equations in control and systems theory
• On robust wiener filtering
• Robust Filtering for Linear Time-Invariant Continuous Systems
• Robust Kalman filtering for discrete time-varying uncertain systems with multiplicative noises
• Sequential Monte Carlo Methods in Practice

Cited in

(2)

• A robust state estimation for uncertain linear systems with deterministic input signals
• Robust state estimation for uncertain linear discrete systems with d-step state delay

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