Smoothed state estimates under abrupt changes using sum-of-norms regularization

DOI10.1016/j.automatica.2011.08.063zbMath1238.93105OpenAlexW2033350940WikidataQ59591825 ScholiaQ59591825MaRDI QIDQ417799

Lennart Ljung, Fredrik Gustafsson, Henrik Ohlsson, Stephen P. Boyd

Publication date: 14 May 2012

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-60985

zbMATH Keywords

smoothingregularizationstate estimationsparsitychange detectionload disturbanceimpulsive disturbance

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Least squares and related methods for stochastic control systems (93E24) Time-scale analysis and singular perturbations in control/observation systems (93C70)

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Uses Software

• CVX
• YALMIP
• ElemStatLearn
• EKF/UKF Toolbox

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