Filtering under nonrandom disturbances: the method of invariant ellipsoids

DOI10.1134/S1064562408010390zbMATH Open1151.93032OpenAlexW1980604781MaRDI QIDQ960685FDOQ960685

Boris T. Polyak, M. V. Topunov

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)

Cites Work

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

Cited In (14)

• 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
• Nonfragile filtering under bounded exogenous disturbances
• Robust filtering under nonrandom disturbances: the invariant ellipsoid approach
• Optimization of linear systems subject to bounded exogenous disturbances: the invariant ellipsoid technique
• Linear matrix inequalities in control systems with uncertainty

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