DocumentCode
790723
Title
Recursive state estimation for uncertain systems with an integral quadratic constraint
Author
Savkin, Andrey V. ; Petersen, Ian R.
Author_Institution
Dept. of Electr. & Electron. Eng., Melbourne Univ., Parkville, Vic., Australia
Volume
40
Issue
6
fYear
1995
fDate
6/1/1995 12:00:00 AM
Firstpage
1080
Lastpage
1083
Abstract
This paper considers a robust state estimation problem for a class of uncertain systems where the noise and uncertainty are modeled deterministically via an integral quadratic constraint. The robust state estimation problem involves constructing the set of all possible states at the current time consistent with given output measurements and the integral quadratic constraint
Keywords
recursive estimation; state estimation; time-varying systems; uncertain systems; integral quadratic constraint; noise; recursive state estimation; robust state estimation; uncertain systems; Equations; Estimation error; Filtering; Kalman filters; Noise measurement; Noise robustness; Robust control; State estimation; Uncertain systems; Uncertainty;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/9.388688
Filename
388688
Link To Document