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

DOI10.1080/00207729708929368zbMATH0868.93063OpenAlexW2084661868MaRDI QIDQ3124692FDOQ3124692

Authors Hongsheng Xi

Publication date 11 August 1997

Published in International Journal of Systems Science. Principles and Applications of Systems and Integration (Search for Journal in Brave)

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

zbMATH Keywords

guaranteed estimationdiscrete-time descriptor systemsminimax robust filter

Mathematics Subject Classification ID

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

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Cites work

• Analysis of discrete-time Kalman filtering under incorrect noise covariances
• 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
• Stability robustness of the discrete-time LQG system under plant perturbation and noise uncertainty

Cited in

(10)

• 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 CAWOF Kalman predictors for uncertain multi-sensor generalized system
• Robust centralized and weighted measurement fusion Kalman predictors with multiplicative noises, uncertain noise variances, and missing measurements
• Hierarchical fusion robust Kalman filter for clustering sensor network time-varying systems with uncertain noise variances
• Robust Kalman filter of continuous-time Markov jump linear systems based on state estimation performance
• Information fusion robust guaranteed cost Kalman estimators with uncertain noise variances and missing measurements
• Weighted fusion robust steady-state Kalman filters for multisensor system with uncertain noise variances
• Robust weighted fusion time-varying Kalman smoothers for multisensor system with uncertain noise variances
• Guaranteed estimations for linear difference descriptor systems

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