State estimation with probability constraints

DOI10.1080/00207170701531149zbMath1152.93502OpenAlexW2082122595MaRDI QIDQ3543023

Carlos Lana, Mario A. Rotea

Publication date: 1 December 2008

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207170701531149

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Estimation and detection in stochastic control theory (93E10)

Related Items (3)

Robust filtering for a class of nonlinear stochastic systems with probability constraints ⋮ Chance-constrained \(H_\infty\) control for a class of time-varying systems with stochastic nonlinearities: the finite-horizon case ⋮ State estimation for linear and non-linear equality-constrained systems

Cites Work

• A comparison theorem for matrix Riccati difference equations
• Incorporating state estimation into model predictive control and its application to network traffic control
• Minimax linear observers and regulators for stochastic systems with uncertain second-order statistics
• Robust techniques for signal processing: A survey
• Mixed H2/H∞ filtering
• Constrained state estimation for nonlinear discrete-time systems: stability and moving horizon approximations
• Robust Kalman filters for linear time-varying systems with stochastic parametric uncertainties
• Constrained linear state estimation -- a moving horizon approach

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