Robust Kalman filtering for uncertain discrete-time linear systems

DOI10.1002/rnc.838zbMath1039.93062OpenAlexW2058280707MaRDI QIDQ4452313

Germain Garcia, Sophie Tarbouriech, Pedro L. D. Peres

Publication date: 12 February 2004

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

Full work available at URL: https://doi.org/10.1002/rnc.838

zbMATH Keywords

discrete-time systemsKalman filteringdiscrete Riccati equationnorm-bounded uncertainty

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Discrete-time control/observation systems (93C55)

Related Items (6)

Robust estimation and filtering in uncertain linear systems under unknown covariations ⋮ Design of Pareto-optimal linear quadratic estimates, filters and controllers ⋮ Kalman filtering over unreliable communication networks with bounded Markovian packet dropouts ⋮ Robust fractional order singular Kalman filter ⋮ An interval Kalman filtering with minimal conservatism ⋮ Delay‐dependent non‐synchronized robust ℋ_∞ state estimation for discrete‐time piecewise linear delay systems

Cites Work

• Observers for linear systems

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