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
fDate :
6/1/1995 12:00:00 AM
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;
Journal_Title :
Automatic Control, IEEE Transactions on
