The guaranteed estimation performance filter for discrete-time descriptor systems with uncertain noise

DOI10.1080/00207729708929368zbMath0868.93063OpenAlexW2084661868MaRDI QIDQ3124692

Hong-Sheng Xi

Publication date: 11 August 1997

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207729708929368

zbMATH Keywords

minimax robust filterguaranteed estimationdiscrete-time descriptor systems

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Multivariable systems, multidimensional control systems (93C35) Discrete-time control/observation systems (93C55)

Related Items (8)

Robust centralized and weighted measurement fusion Kalman estimators for multisensor systems with multiplicative and uncertain-covariance linearly correlated white noises ⋮ Robust state prediction for descriptor systems ⋮ Robust weighted fusion time-varying Kalman smoothers for multisensor system with uncertain noise variances ⋮ Robust centralized and weighted measurement fusion Kalman predictors with multiplicative noises, uncertain noise variances, and missing measurements ⋮ Robust Kalman filter of continuous-time Markov jump linear systems based on state estimation performance ⋮ Hierarchical fusion robust Kalman filter for clustering sensor network time-varying systems with uncertain noise variances ⋮ Weighted fusion robust steady-state Kalman filters for multisensor system with uncertain noise variances ⋮ Information fusion robust guaranteed cost Kalman estimators with uncertain noise variances and missing measurements

Cites Work

• Minimax control of linear stochastic systems with noise uncertainty
• Minimax linear observers and regulators for stochastic systems with uncertain second-order statistics
• Minimax state estimation for linear stochastic systems with noise uncertainty
• Analysis of discrete-time Kalman filtering under incorrect noise covariances
• Stability robustness of the discrete-time LQG system under plant perturbation and noise uncertainty

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