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

DOI10.1109/81.669068MaRDI QIDQ4221027zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

integral quadratic constraintrobust filteringrobust observabilityrobust smoothing

Mathematics Subject Classification ID

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

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Cited in

(19)

• Robust filtering for deterministic systems with implicit outputs
• A Kalman decomposition for robustly unobservable uncertain linear systems
• Filtering and smoothing in indeterminate-stochastic systems with partially observable inputs
• Robust observability for a class of time-varying discrete-time uncertain systems
• Robust Kalman filtering for two-dimensional systems with multiplicative noises and measurement degradations: the finite-horizon case
• Robust filtering and feedforward control based on probabilistic descriptions of model errors
• Robust finite horizon minimax filtering for discrete-time stochastic uncertain systems
• The problem of optimal robust Kalman state estimation via limited capacity digital communication channels
• Robust estimation and filtering in uncertain linear systems under unknown covariations
• A robust fixed-lag receding horizon smoother for uncertain state space models
• Optimal state estimation for non-time invertible evolutionary systems
• Robust adaptive quantum phase estimation
• Robust ℋ₂ filtering for LTI systems with linear fractional representation
• Robust filtering and model validation for uncertain continuous-time systems with discrete and continuous measurements
• scientific article; zbMATH DE number 1975361 (Why is no real title available?)
• A probabilistic approach to multivariable robust filtering and open-loop control
• Decentralised \(\mathcal{H}_\infty\)-filtering of networked control systems: a jump system approach
• SSUE: Simultaneous state and uncertainty estimation for dynamical systems
• Equivalent realizations for uncertain systems with an IQC uncertainty description

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