Robust Kalman filtering for uncertain discrete-time linear systems

DOI10.1002/RNC.838zbMATH Open1039.93062OpenAlexW2058280707MaRDI QIDQ4452313FDOQ4452313

G. Garcia, Sophie Tarbouriech, P. L. D. Peres

Publication date: 12 February 2004

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

Full work available at URL: https://doi.org/10.1002/rnc.838

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zbMATH Keywords

Kalman filteringdiscrete-time systemsnorm-bounded uncertaintydiscrete Riccati equation

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Discrete-time control/observation systems (93C55)

Cites Work

• Observers for linear systems

Cited In (24)

• Robust Kalman estimators for systems with mixed uncertainties
• A maximum-likelihood Kalman filter for switching discrete-time linear systems
• Robust estimation and filtering in uncertain linear systems under unknown covariations
• Robust Kalman filtering for uncertain systems
• Kalman filtering for general discrete-time linear systems
• Robust Kalman filter design for discrete time-delay systems
• Robust Kalman filtering for continuous-time systems with discrete-time measurements
• The class of all stable unbiased state estimators
• A Kalman decomposition for robustly unobservable uncertain linear systems
• An interval Kalman filtering with minimal conservatism
• Robust Kalman filter of continuous-time Markov jump linear systems based on state estimation performance
• Design of Pareto-optimal linear quadratic estimates, filters and controllers
• Approaches for the robustification of Kalman filters
• Kalman Filter for Discrete-Time Stochastic Linear Systems Subject to Intermittent Unknown Inputs
• Kalman filtering over unreliable communication networks with bounded Markovian packet dropouts
• Robust Kalman filtering for delay-dependent interval systems
• Robust receding-horizon state estimation for uncertain discrete-time linear systems
• Optimal guaranteed cost control and filtering for uncertain linear systems
• Optimal guaranteed cost filtering for Markovian jump discrete-time systems
• Robust fractional order singular Kalman filter
• Robust Kalman filtering for continuous-time systems with norm-bounded nonlinear uncertainties
• Delay‐dependent non‐synchronized robust ℋ_∞ state estimation for discrete‐time piecewise linear delay systems
• Finite escapes and convergence properties of guaranteed-cost robust filters
• Robust nonfragile Kalman filtering for uncertain linear systems with estimator gain uncertainty

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