A framework for state-space estimation with uncertain models
From MaRDI portal
Publication:4540423
DOI10.1109/9.935054zbMATH Open1009.93075OpenAlexW2162719021MaRDI QIDQ4540423FDOQ4540423
Authors: Ali H. Sayed 
Publication date: 21 July 2002
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/bdf02b130a0bc136967dd0057076b8b1806d72c2
Recommendations
quadratic stabilityparametric uncertaintyrobust filteringstate-space estimationregularized residual norm
Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10)
Cited In (54)
- A semi-definite programming approach for robust tracking
- Nonlinear unknown input observer based on singular value decomposition aided reduced dimension cubature Kalman filter
- Simultaneous robust fault and state estimation for linear discrete-time uncertain systems
- Robust estimation and filtering in uncertain linear systems under unknown covariations
- An observer-based controller for nonlinear systems: a gain scheduling approach
- LMI-based minimax estimation and filtering under unknown covariances
- Recursive estimation for Markov jump linear systems with unknown transition probabilities: a compensation approach
- Robust Kalman and Bayesian Set-Valued Filtering and Model Validation for Linear Stochastic Systems
- Robust \(\mathcal H_{\infty}\) reduced order filtering for uncertain bilinear systems
- Bayesian estimation for jump Markov linear systems with non-homogeneous transition probabilities
- Information filtering and array algorithms for discrete-time Markovian jump linear systems subject to parametric uncertainties
- Robust filtering for linear equality constrained systems
- Optimal state and fault estimation for two-dimensional discrete systems
- Robust state prediction for descriptor systems
- Optimal estimation and filtration under unknown covariances of random factors
- Robust state estimation for linear systems with parametric uncertainties and quantised measurements
- Observer design for constrained nonlinear systems with application to secure communication
- State estimation for stochastic time‐varying multisensor systems with multiplicative noises: Centralized and decentralized data fusion
- A new sequential data assimilation method
- Design of Pareto-optimal linear quadratic estimates, filters and controllers
- A uniqueness result concerning a robust regularized least-squares solution
- Robust deterministic least-squares filtering for uncertain time-varying nonlinear systems with unknown inputs
- Robust filtering for deterministic systems with implicit outputs
- On the application of a hybrid ellipsoidal-rectangular interval arithmetic algorithm to interval Kalman filtering for state estimation of uncertain systems
- Recursive robust filtering with finite-step correlated process noises and missing measurements
- Robust state estimation for uncertain discrete-time stochastic systems with missing measurements
- Comments on ``Robust state estimation for uncertain discrete-time stochastic systems with missing measurements [Automatica 47 (2011) 1520--1524]
- A robust state estimation for uncertain linear systems with deterministic input signals
- Robust Kalman filter for systems subject to parametric uncertainties
- Minimax state estimation for linear discrete-time differential-algebraic equations
- Robust and stable predictive control with bounded uncertainties
- Robust \(H_{\infty}\) filtering for discrete-time Markov jump linear system with missing measurements
- Optimal robust filtering for systems subject to uncertainties
- Reduction of prediction error sensitivity to parameters in Kalman filter
- Novel SINS initial alignment method under large misalignment angles and uncertain noise based on nonlinear filter
- A robust estimator for stochastic systems under unknown persistent excitation
- Robust receding-horizon state estimation for uncertain discrete-time linear systems
- Quadratic covariance‐constrained filtering for linear and non‐linear systems with non‐Gaussian noises
- Observer-based controller for discrete-time systems: a state dependent Riccati equation approach
- Robust \(\mathcal H_2\) filtering for uncertain linear systems: LMI based methods with parametric Lyapunov functions
- Consensus-based robust least-squares filter for multi-sensor systems
- Moving horizon estimation for uncertain networked control systems with packet loss
- Title not available (Why is that?)
- Stochastic Detectability and Mean Bounded Error Covariance of the Recursive Kalman Filter with Markov Jump Parameters
- Mode-independent \(H_\infty\) filtering for discrete-time Markov jump linear system with parametric uncertainties and quantized measurements
- Robust fractional order singular Kalman filter
- Distributed state estimation for uncertain linear systems: a regularized least-squares approach
- On robust Kalman filter for two-dimensional uncertain linear discrete time-varying systems: a least squares method
- Recursive estimation for dynamical systems with different delay rates sensor network and autocorrelated process noises
- Event-triggered robust state estimation for wireless sensor networks
- Robust linear quadratic regulator applied to an inverted pendulum
- Robust stability of moving horizon estimation for non-linear systems with bounded disturbances using adaptive arrival cost
- Distributed moving horizon fusion estimation for linear constrained uncertain systems
- A regularized least-squares approach to event-based distributed robust filtering over sensor networks
This page was built for publication: A framework for state-space estimation with uncertain models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4540423)
