Robust filtering under stochastic parametric uncertainties

DOI10.1016/J.AUTOMATICA.2004.04.002zbMath1055.93073OpenAlexW1982088834WikidataQ57811892 ScholiaQ57811892MaRDI QIDQ1881206

Yanyan Li

Publication date: 4 October 2004

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2004.04.002

zbMATH Keywords

signal detectionrobust estimationstochastic uncertainty

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11)

Related Items (7)

Robust M estimation of parameters in a linear system ⋮ Robust weighted fusion Kalman estimators for systems with uncertain noise variances, multiplicative noises, missing measurements, packets dropouts and two‐step random measurement delays ⋮ Robust deconvolution for ARMAX models with Gaussian uncertainties ⋮ Robust time‐varying Kalman estimators for systems with packet dropouts and uncertain‐variance multiplicative and linearly correlated additive white noises ⋮ Robust centralized and weighted measurement fusion white noise deconvolution estimators for multisensor systems with mixed uncertainties ⋮ Robust centralized and weighted measurement fusion Kalman predictors with multiplicative noises, uncertain noise variances, and missing measurements ⋮ Optimal Estimation of A Class of Linear Time‐Delay Uncertain Systems

Cites Work

• Design and analysis of discrete-time robust Kalman filters
• Optimal and self-tuning deconvolution in time domain
• Minimax state estimation for linear stochastic systems with noise uncertainty
• Robust Kalman filters for linear time-varying systems with stochastic parametric uncertainties
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