A receding horizon Kalman FIR filter for linear continuous-time systems
From MaRDI portal
Publication:4506981
DOI10.1109/9.802927zbMath1136.93449OpenAlexW2131435930MaRDI QIDQ4506981
Kwon, Wook Hyun, Pyung Soo Kim, Poo Gyeon Park
Publication date: 17 October 2000
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/5d9b73614d30ba81f8187997bfec3df00d9bf47b
Related Items (11)
A continuous finite-time convergence fixed-lag FIR smoother using multiple IIR filters ⋮ Continuous‐time optimal unbiased FIR filter for input‐delayed systems ⋮ Fault estimation for a class of nonlinear Markov jump systems with general uncertain transition rates ⋮ A decentralized optimal LQ state observer based on an augmented Lagrangian approach ⋮ Design of RLS-FIR filter using covariance information in linear continuous-time stochastic systems ⋮ Robustness bound for receding horizon finite memory control: Lyapunov–Krasovskii approach ⋮ Observer matrix gain optimization for stochastic continuous time nonlinear systems ⋮ Finite-time \(H_\infty\) sliding mode control for uncertain singular stochastic system with actuator faults and bounded transition probabilities ⋮ Multiple integral techniques for stochastic stability analysis of Markovian jump systems: a unified uncertain transition rates ⋮ Least-squares finite impulse response fixed-lag smoother and filter in linear discrete-time stochastic systems ⋮ A new solution to the inducedl∞finite impulse response filtering problem based on two matrix inequalities
This page was built for publication: A receding horizon Kalman FIR filter for linear continuous-time systems