Optimal guaranteed cost filtering for uncertain discrete-time linear systems

DOI10.1002/(SICI)1099-1239(199605)6:4%3C267::AID-RNC232%3E3.0.CO;2-3zbMATH Open1035.93509OpenAlexW2013725302MaRDI QIDQ4884697FDOQ4884697

Duncan McFarlane, Ian R. Petersen

Publication date: 1996

Full work available at URL: https://doi.org/10.1002/(sici)1099-1239(199605)6:4%3C267::aid-rnc232%3E3.0.co;2-3

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Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Sensitivity (robustness) (93B35) Discrete-time control/observation systems (93C55) Classical flows, reactions, etc. in chemistry (92E20)

Cited In (24)

• 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
• Robust H2 estimation and control
• 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
• Variance-constrained robust estimation for uncertain systems with multiple packet dropouts
• Resilient minimum entropy filter design for non-Gaussian stochastic systems
• Robust Wiener filtering with non-parametric spectral uncertainty
• \(H_2\) optimal filtering for bilinear systems
• Improved robust \(H_{2}\) and \(H_{\infty}\) filtering for uncertain discrete-time systems
• Optimal guaranteed cost control and filtering for uncertain linear systems
• Optimal guaranteed cost filtering for Markovian jump discrete-time systems
• Robust Kalman filtering for uncertain discrete-time linear 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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