A robust fixed-lag receding horizon smoother for uncertain state space models

DOI10.1002/acs.2544zbMath1333.93237OpenAlexW2118758749MaRDI QIDQ2793958

Soo Hee Han, Bo Kyu Kwon, Zhonghua Quan

Publication date: 17 March 2016

Published in: International Journal of Adaptive Control and Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/acs.2544

zbMATH Keywords

robustnessuncertain systemset-valued estimationpreview sizereceding horizon (RH) smoother

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Sensitivity (robustness) (93B35) Control/observation systems with incomplete information (93C41) Estimation and detection in stochastic control theory (93E10)

Related Items (1)

Robust fixed-lag smoothing under model perturbations

Cites Work

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• Analysis of discrete-time Kalman filtering under incorrect noise covariances
• Robust filtering, prediction, smoothing, and observability of uncertain systems
• Receding horizon recursive state estimation
• Linear Moving Horizon Estimation With Pre-Estimating Observer
• Distributed Moving Horizon Estimation for Linear Constrained Systems
• Quasi-deadbeat minimax filters for deterministic state~space models
• Moving horizon estimation for hybrid systems
• A receding horizon unbiased FIR for discrete-time state space models

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