DocumentCode
3264054
Title
Robust filtering, prediction, smoothing and observability of uncertain systems
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
4794
Abstract
The 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 non-conservative solutions are given in terms of Riccati differential equations. The paper also addresses a problem of robust observability for this class of uncertain systems
Keywords
Riccati equations; continuous time systems; differential equations; filtering theory; nonlinear differential equations; observability; prediction theory; smoothing methods; Riccati differential equations; continuous-time uncertain systems; integral quadratic constraint; nonconservative solutions; robust filtering; robust observability; robust prediction; robust smoothing; Filtering; Kalman filters; Linear systems; Noise measurement; Observability; Robustness; Smoothing methods; State estimation; 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.1996.577678
Filename
577678
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