Filtering under nonrandom disturbances: the method of invariant ellipsoids

DOI10.1134/S1064562408010390MaRDI QIDQ960685zbMATH OpenOpenAlexFDO

Authors M. V. Topunov, Boris T. Polyak

Publication date 5 January 2009

Published in Doklady Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1134/s1064562408010390

zbMATH Keywords

Kalman filterlinear matrix inequalityellipsoidal filtering techniquelinear stationary filters

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Linear systems in control theory (93C05) Control/observation systems governed by ordinary differential equations (93C15)

Recommendations

• Robust filtering under nonrandom disturbances: the invariant ellipsoid approach
• scientific article; zbMATH DE number 494384
• Ellipsoidal filtering over discrete-continuous observations with a vector measure
• Methods of ellipsoidal filtration in nonlinear stochastic systems on manifolds
• Ellipsoidal filtering of the state of an infinite-dimensional system. II. Filtering by discrete-continuous observations with a vector measure
• Deterministic and stochastic approaches to nonlinear filtering
• Elliptically contoured random variables and their application to the extension of the Kalman filter
• Rejection of bounded exogenous disturbances by the method of invariant ellipsoids
• scientific article; zbMATH DE number 4114537

Cites work

• A linear matrix inequality approach to peak-to-peak gain minimization
• Convexity of quadratic transformations and its use in control and optimization
• Set invariance in control
• Synthesis of linear quadratic control laws on basis of linear matrix inequalities

Cited in

(15)

• Linear matrix inequalities in control systems with uncertainty
• A comparison of guaranteeing and Kalman filters
• Ellipsoidal filtering of the state of an infinite-dimensional system. II. Filtering by discrete-continuous observations with a vector measure
• Methods of ellipsoidal filtration in nonlinear stochastic systems on manifolds
• Synthesis of state unknown inputs observers for nonlinear Lipschitz systems with uncertain disturbances
• Ellipsoidal filtering of the state of an infinite-dimensional system. I. Solution of distributional differential equations in a Hilbert space
• Sparse filtering under bounded exogenous disturbances
• Control of linear systems subjected to exogenous disturbances: combined feedback
• Suppression of bounded exogenous disturbances: a linear dynamic output controller
• State observer synthesis by measurement results for nonlinear Lipschitz systems with uncertain disturbances
• Suppression of bounded exogenous disturbances: output feedback
• Robust filtering under nonrandom disturbances: the invariant ellipsoid approach
• Nonfragile filtering under bounded exogenous disturbances
• Hamiltonian techniques for the problem of set-membership state estimation
• Optimization of linear systems subject to bounded exogenous disturbances: the invariant ellipsoid technique

This page was built for publication: Filtering under nonrandom disturbances: the method of invariant ellipsoids

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q960685)