Robust filtering, prediction, smoothing, and observability of uncertain systems

Author

Moheimani, S. O Reza ; Savkin, Andrey V. ; Petersen, Ian R.

Author_Institution

Dept. of Electr. Eng., Australian Defence Force Acad., Canberra, ACT, Australia

Volume

45

Issue

4

fYear

1998

fDate

4/1/1998 12:00:00 AM

Firstpage

446

Lastpage

457

Abstract

This paper is concerned with a class of continuous time uncertain systems which satisfy a certain Integral Quadratic Constraint. The problems of robust filtering, robust prediction, and robust smoothing for such systems are defined, and nonconservative solutions are given in terms of Riccati differential equations. This paper also addresses a problem of robust observability for this class of uncertain systems

Keywords

Riccati equations; continuous time systems; filtering theory; nonlinear differential equations; observability; prediction theory; robust control; smoothing methods; uncertain systems; Riccati differential equation; continuous time uncertain system; integral quadratic constraint; nonconservative solution; robust filtering; robust observability; robust prediction; robust smoothing; Control theory; Filtering; Kalman filters; Linear systems; Noise robustness; Nonlinear filters; Observability; Smoothing methods; State estimation; Uncertain systems;

fLanguage

English

Journal_Title

Circuits and Systems I: Fundamental Theory and Applications, IEEE Transactions on

Publisher

ieee

ISSN

1057-7122

Type

jour

DOI

10.1109/81.669068

Filename

669068