Recursive State Estimation for Uncertain Systems with an Integral Quadratic Constraint

Andrey V. Savkin; Ian R. Petersen

doi:10.1109/9.388688

Recursive State Estimation for Uncertain Systems with an Integral Quadratic Constraint

Andrey V. Savkin
, Ian R. Petersen

Research output: Contribution to journal › Article › peer-review

101 Citations (Scopus)

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.

Original language	English
Pages (from-to)	1080-1083
Number of pages	4
Journal	IEEE Transactions on Automatic Control
Volume	40
Issue number	6
DOIs	https://doi.org/10.1109/9.388688
Publication status	Published - Jun 1995
Externally published	Yes

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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.",

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Recursive State Estimation for Uncertain Systems with an Integral Quadratic Constraint

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