Robust filtering with missing data and a deterministic description of noise and uncertainty

DOI10.1080/00207729708929397zbMath0887.93069OpenAlexW2078106277MaRDI QIDQ4352594

Savkin, Andrey V., Ian R. Petersen

Publication date: 4 September 1997

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207729708929397

zbMATH Keywords

missing dataRiccati difference equationrobust state estimationellipsoidal estimation

Mathematics Subject Classification ID

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

Related Items (6)

Robust minimum variance linear state estimators for multiple sensors with different failure rates ⋮ Unnamed Item ⋮ Synchronization problem of 2-D coupled dynamical networks with communication delays and missing measurements ⋮ Semi-widely linear estimation algorithms of quaternion signals with missing observations and correlated noises ⋮ Robust extended fractional Kalman filter for nonlinear fractional system with missing measurements ⋮ Stochastically resilient extended Kalman filtering for discrete-time nonlinear systems with sensor failures

Cites Work

• Time series analysis of irregularly observed data. Proceedings of a Symposium held at Texas A \& M University, College Station/Texas, February 10--13, 1983
• A deconvolution filter for multichannel nonminimum phase systems via the minimax approach

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