Robust filtering, prediction, smoothing, and observability of uncertain systems

被引：55

作者：

Moheimani, SOR

Savkin, AV

Petersen, IR

机构：

[1] Australian Def Force Acad, Dept Elect Engn, Canberra, ACT 2600, Australia

[2] Univ Western Australia, Dept Elect & Elect Engn, Nedlands, WA 6009, Australia

来源：

IEEE TRANSACTIONS ON CIRCUITS AND SYSTEMS I-REGULAR PAPERS | 1998年 / 45卷 / 04期

关键词：

integral quadratic constraint; robust filtering; robust observability;

D O I：

10.1109/81.669068

中图分类号：

TM [电工技术]; TN [电子技术、通信技术];

学科分类号：

0808 ; 0809 ;

摘要：

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.

引用

页码：446 / 457

页数：12

共 24 条

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Bernhard P., 1991, HINFINITYOPTIMAL CON

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