Robust filtering for linear equality constrained systems

DOI10.1155/2012/301043zbMATH Open1248.93165OpenAlexW2138608991WikidataQ58700461 ScholiaQ58700461MaRDI QIDQ714231FDOQ714231

Authors: Chuanbo Wen, Yunze Cai, Xiaoming Xu 

Publication date: 19 October 2012

Published in: Discrete Dynamics in Nature and Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2012/301043

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zbMATH Keywords

linear discrete-time constrained systemsrobust filtering problem

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Robust stability (93D09)

Cites Work

• Filtering and smoothing in an H/sup infinity / setting
• A framework for state-space estimation with uncertain models
• Robust $H_{\infty}$ Filtering for a Class of Nonlinear Networked Systems With Multiple Stochastic Communication Delays and Packet Dropouts
• A regularized robust design criterion for uncertain data
• Variance-Constrained ${\cal H}_{\infty}$ Filtering for a Class of Nonlinear Time-Varying Systems With Multiple Missing Measurements: The Finite-Horizon Case
• \(H_\infty \) filtering for nonlinear discrete-time stochastic systems with randomly varying sensor delays
• On Nonlinear $H_{\infty }$ Filtering for Discrete-Time Stochastic Systems With Missing Measurements
• State estimation for linear systems with state equality constraints
• Robust Kalman Filter for Descriptor Systems
• A Robust Null Space Method for Linear Equality Constrained State Estimation
• Optimal design of robust predictors for linear discrete-time systems

Cited In (4)

• Fixed-order robust filtering for linear uncertain systems
• Robust state estimation for perturbed systems with error variance and circular pole constraints: The discrete-time case
• Discrete-time minmax filtering subject to a norm-constrained state estimate
• Robust filtering via semidefinite programming with applications to target tracking

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