Robust filtering, prediction, smoothing, and observability of uncertain systems

DOI10.1109/81.669068zbMATH Open0916.93078OpenAlexW2163495677MaRDI QIDQ4221027FDOQ4221027

Authors: A. V. Savkin, Ian R. Petersen, S. O. Reza Moheimani 

Publication date: 21 December 1998

Published in: IEEE Transactions on Circuits and Systems I: Fundamental Theory and Applications (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/1959.13/29733

Recommendations

• Robust filtering for uncertain systems.
• Robust Kalman filtering for uncertain systems
• Robust reduced order unbiased filtering for uncertain systems
• Robust filtering of stochastic uncertain systems on an infinite time horizon
• Optimal robust filtering for uncertain discrete-time systems

zbMATH Keywords

robust filteringrobust observabilityrobust smoothingintegral quadratic constraint

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Sensitivity (robustness) (93B35) Observability (93B07) Data smoothing in stochastic control theory (93E14)

Cited In (19)

• Robust estimation and filtering in uncertain linear systems under unknown covariations
• Decentralised \(\mathcal{H}_\infty\)-filtering of networked control systems: a jump system approach
• Robust filtering and model validation for uncertain continuous-time systems with discrete and continuous measurements
• Robust filtering and feedforward control based on probabilistic descriptions of model errors
• Equivalent realizations for uncertain systems with an IQC uncertainty description
• A Kalman decomposition for robustly unobservable uncertain linear systems
• Title not available (Why is that?)
• Robust observability for a class of time-varying discrete-time uncertain systems
• Robust filtering for deterministic systems with implicit outputs
• SSUE: Simultaneous state and uncertainty estimation for dynamical systems
• Robust ℋ₂ filtering for LTI systems with linear fractional representation
• Optimal state estimation for non-time invertible evolutionary systems
• Filtering and smoothing in indeterminate-stochastic systems with partially observable inputs
• Robust adaptive quantum phase estimation
• A robust fixed-lag receding horizon smoother for uncertain state space models
• The problem of optimal robust Kalman state estimation via limited capacity digital communication channels
• A probabilistic approach to multivariable robust filtering and open-loop control
• Robust finite horizon minimax filtering for discrete-time stochastic uncertain systems
• Robust Kalman filtering for two-dimensional systems with multiplicative noises and measurement degradations: the finite-horizon case

This page was built for publication: Robust filtering, prediction, smoothing, and observability of uncertain systems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4221027)