Further results on robust variance-constrained filtering for uncertain stochastic systems with missing measurements

DOI10.1007/S00034-010-9178-4zbMath1202.94140OpenAlexW1973724808MaRDI QIDQ1959358

Zhiqiang Zuo, Yi-Jing Wang

Publication date: 6 October 2010

Published in: Circuits, Systems, and Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00034-010-9178-4

zbMATH Keywords

linear matrix inequalitiesrobust filteringnorm-bounded uncertaintiesincomplete observationstochastic discrete-time systems

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Related Items (1)

Exponential H∞ filtering for nonlinear discrete-time switched stochastic systems with mixed time delays and random missing measurements

Uses Software

• LMI toolbox

Cites Work

• Unnamed Item
• Optimal estimation of linear discrete-time systems with stochastic parameters
• Robust fault detection with missing measurements
• H/sub 2/ and H/sub ∞/ robust filtering for convex bounded uncertain systems
• Robust H/sub /spl infin// filtering for stochastic time-delay systems with missing measurements
• Variance-constrained filtering for uncertain stochastic systems with missing measurements
• New approaches to robust minimum variance filter design
• Optimal recursive estimation with uncertain observation
• Almost Sure Boundedness of Randomly Sampled Systems

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