Robust Kalman filtering for uncertain discrete-time systems with probabilistic parameters bounded within a polytope

DOI10.1016/j.sysconle.2007.11.004zbMath1153.93033OpenAlexW2048392610MaRDI QIDQ2519739

Yung Kuan Foo, Yeng Chai Soh

Publication date: 27 January 2009

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

Full work available at URL: https://doi.org/10.1016/j.sysconle.2007.11.004

zbMATH Keywords

time-varying systemsprobabilistic modelsrobust Kalman filteringminimum mean-square error estimation

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Control/observation systems with incomplete information (93C41) Discrete-time control/observation systems (93C55)

Related Items (4)

Robust deterministic least-squares filtering for uncertain time-varying nonlinear systems with unknown inputs ⋮ Robust weighted fusion time-varying Kalman smoothers for multisensor system with uncertain noise variances ⋮ Distributed filtering over wireless sensor networks with parameter and topology uncertainties ⋮ Weighted fusion robust steady-state Kalman filters for multisensor system with uncertain noise variances

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Optimal estimation of linear discrete-time systems with stochastic parameters
• Robust Kalman filtering for signals and systems with large uncertainties.
• Robust filtering and prediction for linear systems with uncertain dynamics: A game-theoretic approach
• Multivariable feedback design: Concepts for a classical/modern synthesis
• Filtering and smoothing in an H/sup infinity / setting
• Robust Kalman filtering for uncertain discrete-time systems
• Robust Filtering of Discrete-Time Linear Systems with Parameter Dependent Lyapunov Functions
• A probabilistic approach to multivariable robust filtering and open-loop control
• Optimal guaranteed cost filtering for uncertain discrete-time linear systems
• New approaches to robust minimum variance filter design
• Robust Kalman filters for linear time-varying systems with stochastic parametric uncertainties
• Extensions of quadratic minimization theory I. Finite time results
• Almost Sure Boundedness of Randomly Sampled Systems
• A minimax filter for systems with large plant uncertainties
• Discrete-time H^∞filtering with initial condition

This page was built for publication: Robust Kalman filtering for uncertain discrete-time systems with probabilistic parameters bounded within a polytope