A new method to \(\mathcal H_2\) robust filter design

DOI10.1016/j.laa.2008.07.026zbMath1149.93033OpenAlexW2018828118MaRDI QIDQ958006

Rafael C. D. Martins, José C. Geromel

Publication date: 2 December 2008

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.laa.2008.07.026

zbMATH Keywords

linear matrix inequalitiesKalman filterrobust filtering

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Sensitivity (robustness) (93B35)

Related Items (1)

Robust deconvolution for ARMAX models with Gaussian uncertainties

Cites Work

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