Observer design methodology for stochastic and deterministic robustness
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Publication:3543046
DOI10.1080/00207170701710974zbMath1152.93316OpenAlexW2069164106MaRDI QIDQ3543046
Kunsoo Huh, Jongchul Jung, Tae-Hee Lee
Publication date: 1 December 2008
Published in: International Journal of Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207170701710974
Related Items (5)
Luenberger-type observer design for stochastic time-delay systems ⋮ Adaptive state estimation for a class of nonlinear stochastic systems under generalized Lipschitz condition ⋮ Online adaptive optimal control for continuous-time nonlinear systems with completely unknown dynamics ⋮ New delay-dependent observer-based control for uncertain stochastic time-delay systems ⋮ Neural-network-observer-based optimal control for unknown nonlinear systems using adaptive dynamic programming
Cites Work
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- Steady-state Kalman filtering with an \(H_{\infty}\) error bound
- Optimal linear filtering under parameter uncertainty
- Reducing the sensitivity to parameter variations of a minimum-order reduced-order observer
- The structure of robust observers
- A Quantitative Performance Index for Observer-Based Monitoring Systems
- Optimal guaranteed cost control and filtering for uncertain linear systems
- A Non-Normality Measure of the Condition Number for Monitoring and Control
- Well-Conditioned Observer Design for Observer-Based Monitoring Systems
- H/sub ∞/ Gaussian filter on infinite time horizon
- Finite-horizon robust Kalman filter design
- New approaches to robust minimum variance filter design
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