Robust filtering for discrete-time systems with bounded noise and parametric uncertainty
From MaRDI portal
Publication:4540430
DOI10.1109/9.935060zbMath1008.93065MaRDI QIDQ4540430
Giuseppe Carlo Calafiore, Laurent M. El Ghaoui
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
convex optimization; discrete-time systems; Kalman filtering; set-membership filtering; confidence ellipsoid; unknown-but-bounded uncertainty; state of estimation
93E11: Filtering in stochastic control theory
90C25: Convex programming
93E10: Estimation and detection in stochastic control theory
Related Items
A new method for the nonlinear transformation of means and covariances in filters and estimators, Robust reduced order unbiased filtering for uncertain systems, Robust filtering of process in the stationary difference stochastic system, Guaranteed state estimation by zonotopes, Ellipsoid-based parametric estimation in the linear multidimensional systems with uncertain model description, Minimax nature of the linear estimates of the indefinite stochastic vector from the generalized probabilistic criteria, Set-membership filtering for systems with sensor saturation, Selected topics in robust convex optimization, A probabilistic framework for problems with real structured uncertainty in systems and control, Uncertain convex programs: randomized solutions and confidence levels, Ellipsoidal bounds for uncertain linear equations and dynamical systems, Set-values filtering for discrete time-delay genetic regulatory networks with time-varying para\-meters, A set-membership state estimation algorithm based on DC programming, Error-constrained finite-horizon tracking control with incomplete measurements and bounded noises, Set-membership filtering for polytopic uncertain discrete-time systems, Dependable control of uncertain linear systems based on set-theoretic methods