- Title
- Robust filtering, prediction, smoothing, and observability of uncertain systems
- Creator
- Moheimani, S. O. Reza; Savkin, Andrey V.; Peterson, Ian R.
- Relation
- IEEE Transactions on Circuits and Systems I: Fundamental Theory and Applications Vol. 45, Issue 4, p. 446-457
- Publisher Link
- http://dx.doi.org/10.1109/81.669068
- Publisher
- Institute of Electrical and Electronics Engineers (IEEE)
- Resource Type
- journal article
- Date
- 1998
- Description
- This 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 nonconservative solutions are given in terms of Riccati differential equations. This paper also addresses a problem of robust observability for this class of uncertain systems.
- Subject
- integral quadratic constraint; robust filtering; robust observability
- Identifier
- http://hdl.handle.net/1959.13/29733
- Identifier
- uon:2610
- Identifier
- ISSN:1057-7122
- Rights
- Copyright © 1998 IEEE. Reprinted from IEEE Transactions on Control Systems Technology, Vol. 45, Issue 4, p. 446-457. This material is posted here with permission of the IEEE. Such permission of the IEEE does not in any way imply IEEE endorsement of any of the University of Newcastle's products or services. Internal or personal use of this material is permitted. However, permission to reprint/republish this material for advertising or promotional purposes or for creating new collective works for resale or redistribution must be obtained from the IEEE by writing to pubs-permissions@ieee.org. By choosing to view this document, you agree to all provisions of the copyright laws protecting it.
- Language
- eng
- Full Text
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