Robust filtering, prediction, smoothing, and observability of uncertain systems

DOI10.1109/81.669068zbMath0916.93078OpenAlexW2163495677MaRDI QIDQ4221027

Savkin, Andrey V., Ian R. Petersen, S. O. Reza Moheimani

Publication date: 21 December 1998

Published in: IEEE Transactions on Circuits and Systems I: Fundamental Theory and Applications (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/1959.13/29733

zbMATH Keywords

integral quadratic constraintrobust filteringrobust observabilityrobust smoothing

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Sensitivity (robustness) (93B35) Data smoothing in stochastic control theory (93E14) Observability (93B07)

Related Items (11)

Equivalent realizations for uncertain systems with an IQC uncertainty description ⋮ SSUE: Simultaneous state and uncertainty estimation for dynamical systems ⋮ Robust Kalman filtering for two-dimensional systems with multiplicative noises and measurement degradations: the finite-horizon case ⋮ Robust finite horizon minimax filtering for discrete-time stochastic uncertain systems ⋮ The problem of optimal robust Kalman state estimation via limited capacity digital communication channels ⋮ A robust fixed-lag receding horizon smoother for uncertain state space models ⋮ Robust adaptive quantum phase estimation ⋮ A Kalman decomposition for robustly unobservable uncertain linear systems ⋮ Optimal State Estimation for Non-Time Invertible Evolutionary Systems ⋮ Robust ℋ₂ filtering for LTI systems with linear fractional representation ⋮ Decentralised - filtering of networked control systems: a jump system approach

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