Estimation of systems with statistically-constrained inputs

DOI10.1016/j.amc.2010.07.077zbMath1207.93104DBLPjournals/amc/LiangZZP10OpenAlexW2088626714WikidataQ59534269 ScholiaQ59534269MaRDI QIDQ606834

Yan Liang, Lei Zhang, Quan Pan, Dong Hua Zhou

Publication date: 18 November 2010

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2010.07.077

zbMATH Keywords

Kalman filteringstochastic systemsadaptive filterdisturbance inputminimum upper bound filter

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10)

Cites Work

• A finite-horizon adaptive Kalman filter for linear systems with unknown disturbances
• Digital parameter-adaptive control of processes with unknown dead time
• Stochastic models, estimation, and control. Vol. 1
• Unbiased minimum variance estimation for systems with unknown exogenous inputs
• H/sub 2/ and H/sub ∞/ robust filtering for convex bounded uncertain systems
• New approaches to robust minimum variance filter design
• Robust filtering for bilinear uncertain stochastic discrete-time systems
• Robust filtering design of piecewise discrete time linear systems
• Approaches to adaptive filtering

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