• 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