Robust Kalman estimators for systems with mixed uncertainties
DOI10.1002/OCA.2374zbMATH Open1391.93214OpenAlexW2767534739MaRDI QIDQ3176459FDOQ3176459
Authors: Wenqiang Liu, Zili Deng, Xuemei Wang 
Publication date: 20 July 2018
Published in: Optimal Control Applications \& Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/oca.2374
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multiplicative noiseLyapunov equation approachmissing measurementsuncertain noise variancesfictitious noise techniquelinearly correlated additive white noiseminimax robust Kalman estimators
Sensitivity (robustness) (93B35) Control/observation systems with incomplete information (93C41) Estimation and detection in stochastic control theory (93E10)
Cited In (7)
- Robust time-varying Kalman estimators for systems with packet dropouts and uncertain-variance multiplicative and linearly correlated additive white noises
- A Kalman decomposition for robustly unobservable uncertain linear systems
- Robust extended Kalman filtering for nonlinear systems in the presence of unknown inputs and correlated noises
- M-estimator-based robust Kalman filter for systems with process modeling errors and rank deficient measurement models
- Quadratic covariance‐constrained filtering for linear and non‐linear systems with non‐Gaussian noises
- Robust minimum variance linear state estimators for multiple sensors with different failure rates
- Robustness of extended-Kalman-type observers
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