Robust Stability of Full Information Estimation

DOI10.1137/20M1329135zbMath1472.93137OpenAlexW3202122948MaRDI QIDQ5157376

Douglas A. Allan, James B. Rawlings

Publication date: 18 October 2021

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/20m1329135

zbMATH Keywords

Lyapunov functionstate estimationKalman filteringmoving horizon estimation

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10) Robust stability (93D09)

Related Items (1)

Nonuniform Observability for Moving Horizon Estimation and Stability with Respect to Additive Perturbation

Uses Software

• NMPC
• YANE

Cites Work

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