A probabilistic approach to multivariable robust filtering and open-loop control

DOI10.1109/9.376052zbMath0821.93067OpenAlexW2129230656MaRDI QIDQ4837466

Kenth Öhrn, Mikael Sternad, Anders Ahlén

Publication date: 10 September 1995

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

Full work available at URL: https://semanticscholar.org/paper/236427d1b80e95941bce09d0603f2f13e35c3a28

zbMATH Keywords

predictionsmoothinglineardiscrete-timerobust filteringWiener filtercovariances

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Sensitivity (robustness) (93B35) Frequency-response methods in control theory (93C80) Data smoothing in stochastic control theory (93E14)

Related Items (7)

Estimation of model quality ⋮ Discrete-time, robust Wiener filtering with non-parametric spectral uncertainty ⋮ Robust deconvolution for ARMAX models with Gaussian uncertainties ⋮ An ellipsoid algorithm for probabilistic robust controller design ⋮ Robust Kalman filtering for uncertain discrete-time systems with probabilistic parameters bounded within a polytope ⋮ Cautious \(\mathcal H_2\) optimal control using uncertain Markov parameters identified in closed loop ⋮ Robust Wiener filtering with non-parametric spectral uncertainty

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