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Robust Kalman filtering for continuous-time systems with discrete-time measurements

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Publication:4934062
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DOI10.1093/imamci/16.3.221zbMath0936.93048OpenAlexW2087252101MaRDI QIDQ4934062

Peng Shi

Publication date: 7 May 2000

Published in: IMA Journal of Mathematical Control and Information (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/imamci/16.3.221

zbMATH Keywords

uncertain systemsRiccati equationKalman filteringcontinuous-discrete filtering


Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11)


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Weighted \(\mathcal H _{\infty}\) filtering of switched systems with time-varying delay: average dwell time approach, An interval Kalman filtering with minimal conservatism, \(\mathbb H_{\infty }\) filter design with minimum entropy for continuous-time linear systems, Reduced-order filtering for discrete linear repetitive processes, The Kalman filter for linear systems on time scales



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