SSUE: Simultaneous state and uncertainty estimation for dynamical systems
From MaRDI portal
Publication:6083885
DOI10.1002/rnc.5344zbMath1525.93437arXiv2010.10606OpenAlexW3114996286MaRDI QIDQ6083885
Hang Geng, Mulugeta A. Haile, Huazhen Fang
Publication date: 31 October 2023
Published in: International Journal of Robust and Nonlinear Control (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2010.10606
Related Items
Nash equilibrium and bang-bang property for the non-zero-sum differential game of multi-player uncertain systems with Hurwicz criterion, Distributed fusion filtering for uncertain systems with coupled noises, random delays and packet loss prediction compensation, Bipartite containment tracking over switching signed networks, Multi-sensor filtering fusion meets censored measurements under a constrained network environment: advances, challenges and prospects
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Event-based state estimation of linear dynamic systems with unknown exogenous inputs
- Robust \(\mathcal H_\infty\) filtering for nonlinear stochastic systems with uncertainties and Markov delays
- Unbiased minimum-variance input and state estimation for linear discrete-time systems
- Simultaneous state and input estimation of hybrid systems with unknown inputs
- A unified filter for simultaneous input and state estimation of linear discrete-time stochastic systems
- Robust Kalman filtering for uncertain systems
- Robust Kalman filtering for signals and systems with large uncertainties.
- Steady-state Kalman filtering with an \(H_{\infty}\) error bound
- Ellipsoidal bounds for uncertain linear equations and dynamical systems
- On the asymptotic stability of minimum-variance unbiased input and state estimation
- Simultaneous input and state estimation for nonlinear systems with applications to flow field estimation
- Robust two-stage Kalman filters for systems with unknown inputs
- Optimal linear filtering under parameter uncertainty
- On stable simultaneous input and state estimation for discrete-time linear systems
- Filtering and smoothing in an H/sup infinity / setting
- White-noise estimators for seismic data processing in oil exploration
- Robust filtering, prediction, smoothing, and observability of uncertain systems
- Robust Kalman filtering for uncertain discrete-time systems
- Gaussian filters for nonlinear filtering problems
- H2 and $H_\infty$ Robust Filtering for Discrete-Time Linear Systems
- Robust filtering for discrete-time systems with bounded noise and parametric uncertainty
- Mixed H2/H∞ filtering
- A Parameter-Dependent Approach to Robust $H_{\infty }$ Filtering for Time-Delay Systems
- Robust Kalman filtering for discrete time-varying uncertain systems with multiplicative noises
- Hybrid Estimation of State and Input for Linear Discrete Time-varying Systems: A Game Theory Approach
- H/sub ∞/ Gaussian filter on infinite time horizon
- Finite-horizon robust Kalman filter design
- On sliding mode observers for systems with unknown inputs
- Exact state estimation for linear systems with unknown inputs based on hierarchical super‐twisting algorithm
- Smoothed estimation of unknown inputs and states in dynamic systems with application to oceanic flow field reconstruction
