A comparison of classical stochastic estimation and deterministic robust estimation

DOI10.1109/9.148356zbMATH Open0767.93078OpenAlexW2127999371MaRDI QIDQ4014347FDOQ4014347

Authors: James M. Krause, Pramod P. Khargonekar 

Publication date: 6 October 1992

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/9.148356

Recommendations

• Comparison of stochastic and guaranteed approaches to the estimation of the state of dynamic systems
• On robust Kalman filtering
• Robust filtering of stochastic uncertain systems on an infinite time horizon
• scientific article; zbMATH DE number 124698
• Robust filtering of process in the stationary difference stochastic system

zbMATH Keywords

linear parameter estimation problems

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Stochastic systems in control theory (general) (93E03)

Cited In (4)

• Estimation of model quality
• The class of all stable unbiased state estimators
• Relaxed Excitation Conditions for Robust Identification and Adaptive Control Using Estimation with Memory
• Control of chaos using the controller identification technique

This page was built for publication: A comparison of classical stochastic estimation and deterministic robust estimation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4014347)