Finite escapes and convergence properties of guaranteed-cost robust filters
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Publication:674955
DOI10.1016/S0005-1098(96)00138-0zbMATH Open0870.93040MaRDI QIDQ674955FDOQ674955
Authors: Paolo Bolzern, Patrizio Colaneri, Giuseppe De Nicolao 
Publication date: 15 September 1997
Published in: Automatica (Search for Journal in Brave)
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time-varying systemsswitching strategyfinite escape timeguaranteed cost robust filtersinitial state covariance
Filtering in stochastic control theory (93E11) Sensitivity (robustness) (93B35) Adaptive control/observation systems (93C40)
Cites Work
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- Phase Portrait of the Matrix Riccati Equation
- H∞ estimation for discrete‐time linear uncertain systems
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- On the finite escape phenomena for matrix Riccati equations
- Difference and differential Riccati equations: a note on the convergence to the strong solution
- On the computation of upper covariance bounds for perturbed linear systems
- Upper and lower covariance bounds for perturbed linear systems
- Optimal design of robust predictors for linear discrete-time systems
Cited In (2)
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