DocumentCode
3260518
Title
Robust exponential filtering for uncertain systems with stochastic and polytopic uncertainties
Author
Subramanian, Ananth ; Sayed, Ali H.
Author_Institution
Dept. of Electr. Eng., California Univ., Los Angeles, CA, USA
Volume
1
fYear
2002
fDate
10-13 Dec. 2002
Firstpage
1023
Abstract
This paper addresses the problem of robust exponential filtering for discrete uncertain systems with mixed stochastic and deterministic uncertainties, in addition to unmodelled nonlinearities and measurement and process noises with bounded variances.
Keywords
Lyapunov methods; asymptotic stability; discrete time systems; filtering theory; robust control; state-space methods; uncertain systems; Lyapunov function; asymptotic stability; discrete systems; error variance; exponential stability; polytopic uncertainty; process noises; robust exponential filtering; state-space model; stochastic uncertainty; uncertain systems; Asymptotic stability; Error correction; Filtering; Filters; Random variables; Robustness; State estimation; Stochastic systems; Uncertain systems; Uncertainty;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control, 2002, Proceedings of the 41st IEEE Conference on
ISSN
0191-2216
Print_ISBN
0-7803-7516-5
Type
conf
DOI
10.1109/CDC.2002.1184644
Filename
1184644
Link To Document