Robust filtering for discrete-time systems with bounded noise and parametric uncertainty

DOI10.1109/9.935060zbMATH Open1008.93065OpenAlexW2112015490MaRDI QIDQ4540430FDOQ4540430

Authors: Laurent El Ghaoui, Giuseppe Calafiore 

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/44b7a6440ecd906ccb08920274c307f862ec7f13

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zbMATH Keywords

convex optimizationKalman filteringdiscrete-time systemsset-membership filteringconfidence ellipsoidunknown-but-bounded uncertaintystate of estimation

Mathematics Subject Classification ID

Convex programming (90C25) Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10)

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