LMI-based minimax estimation and filtering under unknown covariances
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Publication:5494533
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Cites work
- $H_\infty $ Control with Transients
- A framework for state-space estimation with uncertain models
- Design and analysis of discrete-time robust Kalman filters
- Filtering and smoothing in an H/sup infinity / setting
- Minimax state estimation for linear stochastic systems with noise uncertainty
- Optimal guaranteed cost filtering for uncertain discrete-time linear systems
- Revisited LQ output-feedback control: minimax controller for a set of initial states
- Riccati equations in optimal filtering of nonstabilizable systems having singular state transition matrices
- Robust Finite-Horizon Kalman Filtering for Uncertain Discrete-Time Systems
- Solution to the inverse problem of minimax control and worst case disturbance for linear continuous-time systems
Cited in
(7)- Robust estimation and filtering in uncertain linear systems under unknown covariations
- Suboptimal anisotropic filtering in a finite horizon
- Optimal estimation and filtration under unknown covariances of random factors
- Optimal discrete-time \(H_\infty/\gamma_{0}\) filtering and control under unknown covariances
- Minimax linear filtering of random sequences with uncertain covariance function
- Methods for minimax estimation under elementwise covariance uncertainty
- Design of Pareto-optimal linear quadratic estimates, filters and controllers
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