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Model validation and state estimation for uncertain continuous-time systems with missing discrete-continuous data

Research output: Chapter in Book/Report/Conference proceedingChapterpeer-review

2 Citations (Scopus)

Abstract

This paper considers two related problems of state estimation and model validation for a class of uncertain linear systems. The main contribution of the paper is that it considers a general information structure which allows for discrete and continuous measurements as well as missing data. The results are given in terms of a recursive state estimator involving a jump Riccati differential equation and jump state equations. These equations can be solved on-line.

Original languageEnglish
Title of host publicationProceedings of the IEEE Conference on Decision and Control
Editors Anon
Publication statusPublished - 1996
Externally publishedYes
EventProceedings of the 1996 35th IEEE Conference on Decision and Control. Part 3 (of 4) - Kobe, Jpn
Duration: 11 Dec 199613 Dec 1996

Publication series

NameProceedings of the IEEE Conference on Decision and Control
Volume1
ISSN (Print)0191-2216

Conference

ConferenceProceedings of the 1996 35th IEEE Conference on Decision and Control. Part 3 (of 4)
CityKobe, Jpn
Period11/12/9613/12/96

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