Optimal robust filtering for systems subject to uncertainties

DOI10.1016/j.automatica.2014.10.120zbMath1309.93168OpenAlexW1998962091MaRDI QIDQ2342760

João Paulo Cerri, Marco H. Terra, João Yoshiyuki Ishihara

Publication date: 29 April 2015

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2014.10.120

zbMATH Keywords

discrete-time systemsKalman filterpenalty functionsleast squaresrobust filtering

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Least squares and related methods for stochastic control systems (93E24)

Related Items (4)

Robust deterministic least-squares filtering for uncertain time-varying nonlinear systems with unknown inputs ⋮ Guaranteed cost estimation and control for a class of nonlinear systems subject to actuator saturation ⋮ Robust time‐varying Kalman estimators for systems with packet dropouts and uncertain‐variance multiplicative and linearly correlated additive white noises ⋮ Robust Kalman filter for systems subject to parametric uncertainties

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