Robust, reduced-order, nonstrictly proper state estimation via the optimal projection equations with Petersen-Hollot bounds

DOI10.1016/0167-6911(87)90072-7zbMath0667.93097OpenAlexW1993727985MaRDI QIDQ1117889

Wassim M. Haddad, Dennis S. Bernstein

Publication date: 1987

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6911(87)90072-7

zbMATH Keywords

continuous-timereduced-order state estimationparametric plant uncertaintiesstate-estimation design

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Sensitivity (robustness) (93B35) Estimation and detection in stochastic control theory (93E10) Synthesis problems (93B50) Control/observation systems governed by ordinary differential equations (93C15)

Related Items (2)

Discrete-time, robust Wiener filtering with non-parametric spectral uncertainty ⋮ Robust Wiener filtering with non-parametric spectral uncertainty

Cites Work

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