Robust filtering for discrete-time systems with bounded noise and parametric uncertainty
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Publication:4540430
DOI10.1109/9.935060zbMath1008.93065OpenAlexW2112015490MaRDI QIDQ4540430
Laurent M. El Ghaoui, Giuseppe Carlo Calafiore
Publication date: 21 July 2002
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/44b7a6440ecd906ccb08920274c307f862ec7f13
convex optimizationdiscrete-time systemsKalman filteringset-membership filteringconfidence ellipsoidunknown-but-bounded uncertaintystate of estimation
Filtering in stochastic control theory (93E11) Convex programming (90C25) Estimation and detection in stochastic control theory (93E10)
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