New approaches to robust minimum variance filter design

DOI10.1109/78.960408MaRDI QIDQ5353563zbMATH OpenOpenAlexFDO

Authors Lihua Xie, U. Shaked, Yeng Chai Soh

Publication date 8 September 2017

Published in IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/78.960408

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Design techniques (robust design, computer-aided design, etc.) (93B51)

Cited in

(28)

• Variance-constrained multiobjective control and filtering for nonlinear stochastic systems: a survey
• A new design of robust \(H_2\) filters for uncertain systems
• \(\mathcal H_2\) optimal robust filtering
• Robust H_ filters for Markovian jump linear systems under sampled measurements
• Robust \(H_2\) optimal filtering for continuous-time stochastic systems with polytopic parameter uncertainty
• On source-term parameter estimation for linear advection-diffusion equations with uncertain coefficients
• Robust Kalman filtering for uncertain discrete-time systems with probabilistic parameters bounded within a polytope
• Distribution function tracking filter design using hybrid characteristic functions
• Estimation of systems with statistically-constrained inputs
• scientific article; zbMATH DE number 232832 (Why is no real title available?)
• Observer design methodology for stochastic and deterministic robustness
• Finite-horizon robust Kalman filtering for uncertain discrete time-varying systems with state-delay
• Robust ℋ₂ filtering for LTI systems with linear fractional representation
• Reduction of prediction error sensitivity to parameters in Kalman filter
• Variance-constrained robust estimation for uncertain systems with multiple packet dropouts
• Robust H₂Filtering for Discrete-Time Markovian Jump Linear Systems
• Improved robust \(H_{2}\) and \(H_{\infty}\) filtering for uncertain discrete-time systems
• A new method to \(\mathcal H_2\) robust filter design
• An improved finite frequency approach to robust \(\mathcal{H}_\infty\) filter design for LTI systems with polytopic uncertainties
• Robust \(H_2\) estimation and control
• Further results on robust variance-constrained filtering for uncertain stochastic systems with missing measurements
• Robust admissibility of uncertain switched singular systems
• Robust weighted fusion time-varying Kalman smoothers for multisensor system with uncertain noise variances
• \(\mathcal H_2\) robust filter design with performance certificate via convex programming
• Minimum variance filters and mixed spectrum estimation.
• Robust Kalman filters under epistemic uncertainty for non-Gaussian systems with multiplicative noise
• Discrete-time, robust Wiener filtering with non-parametric spectral uncertainty
• Robust Kalman filtering for two-dimensional systems with multiplicative noises and measurement degradations: the finite-horizon case

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