Robust H/sub 2//H/sub ∞/-state estimation for systems with error variance constraints: the continuous-time case

DOI10.1109/9.763229zbMath0955.93052MaRDI QIDQ4506797

Zidong Wang, Heinz Unbehauen

Publication date: 17 October 2000

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

Full work available at URL: https://doi.org/10.1109/9.763229

zbMATH Keywords

perturbation; Kalman filtering; state estimator design; robust state estimation; Riccati-type matrix inequalities; \(H_\infty\) state estimation

Mathematics Subject Classification ID

93E10: Estimation and detection in stochastic control theory

93B36: (H^infty)-control

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