Title :
Robust state estimation for uncertain systems with averaged integral quadratic constraints
Author :
Savkin, Andrey V. ; Petersen, Ian R.
Author_Institution :
Dept. of Electr. Eng., Australian Defence Force Acad., Canberra, ACT, Australia
Abstract :
This paper considers a robust state estimation problem for a new class of uncertain systems. The new uncertainty class introduced in the paper involves structured uncertainties which are required to satisfy a certain averaged integral quadratic constraint. This uncertainty class combines aspects of norm bounded and stochastic uncertainty descriptions. The solution to the robust state estimation problem is obtained by solving a parametrized Riccati differential equation of the game type
Keywords :
Riccati equations; differential games; nonlinear differential equations; robust control; state estimation; uncertain systems; averaged integral quadratic constraints; norm bounded uncertainty; parametrized Riccati differential equation; robust state estimation; stochastic uncertainty; structured uncertainties; uncertain systems; Australia Council; Differential equations; Riccati equations; Robustness; State estimation; Stochastic processes; Stochastic systems; Time varying systems; Uncertain systems; Uncertainty;
Conference_Titel :
Decision and Control, 1994., Proceedings of the 33rd IEEE Conference on
Conference_Location :
Lake Buena Vista, FL
Print_ISBN :
0-7803-1968-0
DOI :
10.1109/CDC.1994.411311
