Discrete-time minmax filtering subject to a norm-constrained state estimate

DOI10.1016/j.automatica.2017.07.024zbMath1375.93121OpenAlexW2749787415MaRDI QIDQ1679895

Stephen Alexander Chee, James Richard Forbes

Publication date: 22 November 2017

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2017.07.024

zbMATH Keywords

state estimationfilteringconstraintsKalman filtersminimax techniques

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10)

Related Items

Mode separability-based state estimation for uncertain constrained dynamic systems, Kalman filtering under unknown inputs and norm constraints

Cites Work

• Continuous-time norm-constrained Kalman filtering
• Game theory approach to state estimation of linear discrete-time processes and its relation toH∞-optimal estimation
• A new method for the nonlinear transformation of means and covariances in filters and estimators
• On Kalman Filtering With Nonlinear Equality Constraints
• A game theory approach to constrained minimax state estimation