Robust filtering and model validation for uncertain continuous-time systems with discrete and continuous measurements

DOI10.1080/002071798222983zbMath0930.93076OpenAlexW2128552380MaRDI QIDQ4259104

Savkin, Andrey V., Ian R. Petersen

Publication date: 22 August 1999

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/002071798222983

zbMATH Keywords

uncertain systemsintegral quadratic constraintrobust filteringmodel validationdiscrete-continuous measurementsjump Riccati differential equation

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Control/observation systems with incomplete information (93C41)

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