Robust Filtering via Semidefinite Programming with Applications to Target Tracking
From MaRDI portal
Publication:2784434
DOI10.1137/S1052623499358586zbMath1008.90076MaRDI QIDQ2784434
Éloi Bossé, Zhi-Quan Luo, Lingjie Li, Timothy N. Davidson, Kon Max Wong
Publication date: 23 April 2002
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Filtering in stochastic control theory (93E11) Semidefinite programming (90C22) Applications of mathematical programming (90C90) Interior-point methods (90C51)
Related Items (9)
Minimax linear filtering of random sequences with uncertain covariance function ⋮ A statistical minimax approach to optimizing linear models under a priori uncertainty conditions ⋮ \(\mathcal H_2\) robust filter design with performance certificate via convex programming ⋮ Minimax filtering in linear stochastic uncertain discrete-continuous systems ⋮ A new method to \(\mathcal H_2\) robust filter design ⋮ Robust filtering of process in the stationary difference stochastic system ⋮ On self-regular IPMs (with comments and rejoinder) ⋮ \(\mathcal H_2\) optimal robust filtering ⋮ Distributed $\mathcal{H}_\infty$ Gaussian Consensus Filtering for Discrete-Time Systems over Lossy Sensor Networks
Uses Software
This page was built for publication: Robust Filtering via Semidefinite Programming with Applications to Target Tracking
