Robust filtering for linear equality constrained systems

DOI10.1155/2012/301043zbMath1248.93165OpenAlexW2138608991WikidataQ58700461 ScholiaQ58700461MaRDI QIDQ714231

Chuanbo Wen, Yun-ze Cai, Xiao-Ming 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

zbMATH Keywords

linear discrete-time constrained systemsrobust filtering problem

Mathematics Subject Classification ID

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

Cites Work

• Optimal design of robust predictors for linear discrete-time systems
• \(H_\infty \) filtering for nonlinear discrete-time stochastic systems with randomly varying sensor delays
• State estimation for linear systems with state equality constraints
• A Regularized Robust Design Criterion for Uncertain Data
• 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
• Variance-Constrained ${\cal H}_{\infty}$ Filtering for a Class of Nonlinear Time-Varying Systems With Multiple Missing Measurements: The Finite-Horizon Case
• A Robust Null Space Method for Linear Equality Constrained State Estimation
• On Nonlinear $H_{\infty }$ Filtering for Discrete-Time Stochastic Systems With Missing Measurements
• Robust Kalman Filter for Descriptor Systems

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