A comparison of classical stochastic estimation and deterministic robust estimation

DOI10.1109/9.148356MaRDI QIDQ4014347zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

linear parameter estimation problems

Mathematics Subject Classification ID

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

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

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)