Filtering under nonrandom disturbances: the method of invariant ellipsoids

DOI10.1134/S1064562408010390zbMath1151.93032OpenAlexW1980604781MaRDI QIDQ960685

M. V. Topunov, Boris T. Polyak

Publication date: 5 January 2009

Published in: Doklady Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s1064562408010390

zbMATH Keywords

linear matrix inequalityKalman filterellipsoidal filtering techniquelinear stationary filters

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Linear systems in control theory (93C05) Control/observation systems governed by ordinary differential equations (93C15)

Related Items (10)

Sparse filtering under bounded exogenous disturbances ⋮ Control of linear systems subjected to exogenous disturbances: combined feedback ⋮ Synthesis of state unknown inputs observers for nonlinear Lipschitz systems with uncertain disturbances ⋮ Optimization of linear systems subject to bounded exogenous disturbances: the invariant ellipsoid technique ⋮ State observer synthesis by measurement results for nonlinear Lipschitz systems with uncertain disturbances ⋮ Linear matrix inequalities in control systems with uncertainty ⋮ A comparison of guaranteeing and Kalman filters ⋮ Suppression of bounded exogenous disturbances: output feedback ⋮ Robust filtering under nonrandom disturbances: the invariant ellipsoid approach ⋮ Suppression of bounded exogenous disturbances: a linear dynamic output controller

Cites Work

• Set invariance in control
• Convexity of quadratic transformations and its use in control and optimization
• Synthesis of linear quadratic control laws on basis of linear matrix inequalities
• A linear matrix inequality approach to peak-to-peak gain minimization

This page was built for publication: Filtering under nonrandom disturbances: the method of invariant ellipsoids