Robust state estimation and model validation for discrete-time uncertain systems with a deterministic description of noise and uncertainty

DOI10.1016/S0005-1098(97)00188-XzbMath0917.93011OpenAlexW1994538941MaRDI QIDQ1129698

Ian R. Petersen, Savkin, Andrey V.

Publication date: 27 October 1998

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0005-1098(97)00188-x

zbMATH Keywords

model validationuncertain discrete-time systemsrobust state estimationellipsoidal state estimation set

Mathematics Subject Classification ID

System identification (93B30) Discrete-time control/observation systems (93C55) Observability (93B07)

Related Items (16)

A probabilistic interpretation of set-membership filtering: application to polynomial systems through polytopic bounding ⋮ Robust observability for a class of time-varying discrete-time uncertain systems ⋮ Distributed set-membership observers for interconnected multi-rate systems ⋮ Set-values filtering for discrete time-delay genetic regulatory networks with time-varying para\-meters ⋮ Robust \(H_\infty \) finite-horizon filtering with randomly occurred nonlinearities and quantization effects ⋮ Envelope-constrained \(\mathcal{H}_\infty\) filtering with fading measurements and randomly occurring nonlinearities: the finite horizon case ⋮ Robust Kalman and Bayesian Set-Valued Filtering and Model Validation for Linear Stochastic Systems ⋮ \(H_{\infty }\) filtering with randomly occurring sensor saturations and missing measurements ⋮ A set-membership state estimation algorithm based on DC programming ⋮ A model validation approach to texture recognition and inpainting ⋮ Set-membership filtering for systems with sensor saturation ⋮ On the application of a hybrid ellipsoidal-rectangular interval arithmetic algorithm to interval Kalman filtering for state estimation of uncertain systems ⋮ Optimal computer control via communication channels with irregular transmission times ⋮ Set-membership filtering for polytopic uncertain discrete-time systems ⋮ On the stability of the continuous-time Kalman filter subject to exponentially decaying perturbations ⋮ Guaranteed state estimation by zonotopes

Cites Work

• Unnamed Item
• Singular optimal control: The linearquadratic problem
• Ellipsoidal calculus for estimation and control
• Optimal guaranteed cost control and filtering for uncertain linear systems

This page was built for publication: Robust state estimation and model validation for discrete-time uncertain systems with a deterministic description of noise and uncertainty