Min-Max Moving-Horizon Estimation for Uncertain Discrete-Time Linear Systems

DOI10.1137/090762798zbMath1250.90110OpenAlexW1990837304MaRDI QIDQ2910911

Marco Baglietto, Giorgio Battistelli, Angelo Alessandri

Publication date: 12 September 2012

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/090762798

zbMATH Keywords

stabilityLagrangian relaxationmin-max least squaresmoving-horizon state estimation

Mathematics Subject Classification ID

Semidefinite programming (90C22) Applications of mathematical programming (90C90) Minimax problems in mathematical programming (90C47) Discrete-time control/observation systems (93C55) Lyapunov and other classical stabilities (Lagrange, Poisson, (L^p, l^p), etc.) in control theory (93D05) Least squares and related methods for stochastic control systems (93E24)

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