Discrete-time, robust Wiener filtering with non-parametric spectral uncertainty
From MaRDI portal
Publication:389815
DOI10.3166/ejc.18.378-390zbMath1291.93305OpenAlexW2043267475MaRDI QIDQ389815
Decílio M. Sales, Gilberto O. Corrêa
Publication date: 21 January 2014
Published in: European Journal of Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3166/ejc.18.378-390
Cites Work
- Robust, reduced-order, nonstrictly proper state estimation via the optimal projection equations with Petersen-Hollot bounds
- Robust Wiener filters
- Robust Kalman filtering for uncertain systems
- \(\mathcal H_2\) robust filter design with performance certificate via convex programming
- \(\mathcal H_2\) optimal robust filtering
- Optimal linear filtering under parameter uncertainty
- Noncausal minimax linear state estimation for systems with uncertain second-order statistics
- On minimax robustness: A general approach and applications
- Robust Least-Squares Estimation With a Relative Entropy Constraint
- Robust Wiener filtering with non-parametric spectral uncertainty
- Robust Wiener- Kolmogorov theory
- Robust techniques for signal processing: A survey
- On robust wiener filtering
- Robust Kalman filtering for uncertain discrete-time systems
- Linear Matrix Inequalities in System and Control Theory
- Robust Filtering of Discrete-Time Linear Systems with Parameter Dependent Lyapunov Functions
- A probabilistic approach to multivariable robust filtering and open-loop control
- Optimal guaranteed cost filtering for uncertain discrete-time linear systems
- New approaches to robust minimum variance filter design