Robust filtering of stochastic uncertain systems on an infinite time horizon
From MaRDI portal
Publication:3151659
DOI10.1080/00207170210134219zbMath1018.93027OpenAlexW1964660396MaRDI QIDQ3151659
Valery A. Ugrinovskii, Ian R. Petersen
Publication date: 16 October 2002
Published in: International Journal of Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207170210134219
estimationalgebraic Riccati equationslinear stochastic uncertain systemsminimax optimal errorrobust Kalman filter synthesis
Related Items (2)
Guaranteed cost LQG control for uncertain systems with a normalized coprime factor uncertainty structure ⋮ Ignorance, pervasive uncertainty, and household finance
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Dichotomy and absolute stability of nonlinear systems with periodically nonstationary linear part
- On the gap between deterministic and stochastic ordinary differential equations
- Finite horizon minimax optimal control of stochastic partially observed time varying uncertain systems
- Connections between stochastic control and dynamic games
- A first principles solution to the non-singularH∞ control problem
- Absolute Stabilization and Minimax Optimal Control of Uncertain Systems with Stochastic Uncertainty
- Optimal guaranteed cost control and filtering for uncertain linear systems
- Minimax optimal control of stochastic uncertain systems with relative entropy constraints
- Minimax LQG Control of Stochastic Partially Observed Uncertain Systems
- Model Simplification and Optimal Control of Stochastic Singularly Perturbed Systems under Exponentiated Quadratic Cost
- Minimax optimal control of uncertain systems with structured uncertainty
- Robustness and risk-sensitive filtering
- Robust stability and performance of stochastic uncertain systems on an infinite time interval
This page was built for publication: Robust filtering of stochastic uncertain systems on an infinite time horizon