Finite escapes and convergence properties of guaranteed-cost robust filters
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Cites work
- H∞ estimation for discrete‐time linear uncertain systems
- Difference and differential Riccati equations: a note on the convergence to the strong solution
- Filtering and smoothing in an H/sup infinity / setting
- H/sub ∞/-differential Riccati equations: convergence properties and finite escape phenomena
- Lyapunov and Riccati equations: Periodic inertia theorems
- On the computation of upper covariance bounds for perturbed linear systems
- On the existence of solutions of the Riccati differential equation
- On the finite escape phenomena for matrix Riccati equations
- Optimal design of robust predictors for linear discrete-time systems
- Optimal guaranteed cost control and filtering for uncertain linear systems
- Optimal robust filtering with time-varying parameter uncertainty
- Phase Portrait of the Matrix Riccati Equation
- Robust Kalman filtering for uncertain discrete-time systems
- Robust Kalman filtering for uncertain systems
- Robust filtering and feedforward control based on probabilistic descriptions of model errors
- Robust filtering and prediction for linear systems with uncertain dynamics: A game-theoretic approach
- State-space solutions to standard H/sub 2/ and H/sub infinity / control problems
- Steady-state Kalman filtering with an \(H_{\infty}\) error bound
- Upper and lower covariance bounds for perturbed linear systems
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