DocumentCode
3225419
Title
A deterministic approach to the design of robust predictors
Author
Moheimani, S. O Reza ; Savkin, Andrey V. ; Petersen, Ian R.
Author_Institution
Sch. of Electr. Eng., Australian Defence Force Acad., Canberra, ACT, Australia
Volume
4
fYear
1996
fDate
11-13 Dec 1996
Firstpage
4331
Abstract
This paper is concerned with the problem of robust prediction for a class of uncertain systems with noise and uncertainty modeled deterministically. The main result shows that the set of possible states at time T, given the measurements up to a time T-q is an ellipsoid. The set is constructed by solving a Riccati difference equation
Keywords
Riccati equations; discrete time systems; matrix algebra; nonlinear differential equations; prediction theory; time-varying systems; uncertain systems; Riccati difference equation; discrete time systems; ellipsoid; filtering; prediction theory; robust predictors; time varying systems; uncertain systems; Difference equations; Ellipsoids; Filtering; Kalman filters; Noise robustness; Q measurement; Riccati equations; Symmetric matrices; Time measurement; Uncertain systems;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control, 1996., Proceedings of the 35th IEEE Conference on
Conference_Location
Kobe
ISSN
0191-2216
Print_ISBN
0-7803-3590-2
Type
conf
DOI
10.1109/CDC.1996.577472
Filename
577472
Link To Document