Robust Kalman estimators for systems with mixed uncertainties

DOI10.1002/oca.2374zbMath1391.93214OpenAlexW2767534739MaRDI QIDQ3176459

Deng, Zili, Wenqiang Liu, Xue-Mei Wang

Publication date: 20 July 2018

Published in: Optimal Control Applications and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/oca.2374

zbMATH Keywords

multiplicative noiseLyapunov equation approachmissing measurementsuncertain noise variancesfictitious noise techniquelinearly correlated additive white noiseminimax robust Kalman estimators

Mathematics Subject Classification ID

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

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