Optimal guaranteed cost filtering for uncertain discrete-time linear systems
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Publication:4884697
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- scientific article; zbMATH DE number 176461
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Cited in
(24)- Robust Kalman filtering for uncertain discrete-time linear systems
- Robust estimation and filtering in uncertain linear systems under unknown covariations
- A new design of robust \(H_2\) filters for uncertain systems
- LMI-based minimax estimation and filtering under unknown covariances
- An exact minimum variance filter for a class of discrete time systems with random parameter perturbations
- Optimal estimation and filtration under unknown covariances of random factors
- Robust Kalman filtering for uncertain discrete-time systems with probabilistic parameters bounded within a polytope
- Design of Pareto-optimal linear quadratic estimates, filters and controllers
- Design and analysis of discrete-time robust Kalman filters
- On the application of a hybrid ellipsoidal-rectangular interval arithmetic algorithm to interval Kalman filtering for state estimation of uncertain systems
- Guaranteed cost estimation and control for a class of nonlinear systems subject to actuator saturation
- Robust Kalman filter for systems subject to parametric uncertainties
- Robust guaranteed cost control for uncertain discrete time-delay systems via dynamic output feedback
- \(H_\infty\) filtering for uncertain stochastic time-delay systems with sector-bounded nonlinearities
- Resilient minimum entropy filter design for non-Gaussian stochastic systems
- Variance-constrained robust estimation for uncertain systems with multiple packet dropouts
- \(H_2\) optimal filtering for bilinear systems
- Robust Wiener filtering with non-parametric spectral uncertainty
- Improved robust \(H_{2}\) and \(H_{\infty}\) filtering for uncertain discrete-time systems
- Robust \(H_2\) estimation and control
- Optimal guaranteed cost control and filtering for uncertain linear systems
- Optimal guaranteed cost filtering for Markovian jump discrete-time systems
- Finite escapes and convergence properties of guaranteed-cost robust filters
- Discrete-time, robust Wiener filtering with non-parametric spectral uncertainty
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