Robust estimation and filtering in uncertain linear systems under unknown covariations
DOI10.1134/S0005117915100033zbMATH Open1334.93168OpenAlexW2244328707MaRDI QIDQ268652FDOQ268652
Publication date: 15 April 2016
Published in: Automation and Remote Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1134/s0005117915100033
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Filtering in stochastic control theory (93E11) Linear systems in control theory (93C05) Control/observation systems with incomplete information (93C41) Estimation and detection in stochastic control theory (93E10)
Cites Work
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- Mixed H2/H∞ filtering
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- Robust filtering of process in the stationary difference stochastic system
- LMI-based minimax estimation and filtering under unknown covariances
- Robust \(H_{2}\) and \(H_{\infty }\) filtering for uncertain linear systems
- Optimal estimation and filtration under unknown covariances of random factors
Cited In (12)
- Minimax linear estimation with the probability criterion under unimodal noise and bounded parameters
- Title not available (Why is that?)
- Competitive Robust Estimation for Uncertain Linear Dynamic Models
- LMI-based minimax estimation and filtering under unknown covariances
- Synthesis of state unknown inputs observers for nonlinear Lipschitz systems with uncertain disturbances
- Distributionally robust optimization by probability criterion for estimating a bounded signal
- Robust estimation for LPV systems in the presence of non-uniform measurements
- Fixed-order robust filtering for linear uncertain systems
- Robust deterministic least-squares filtering for uncertain time-varying nonlinear systems with unknown inputs
- State observer synthesis by measurement results for nonlinear Lipschitz systems with uncertain disturbances
- Robust mean-squared error estimation of multiple signals in linear systems affected by model and noise uncertainties
- Combined filtering and parameter estimation: Approximations and robustness
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