@inproceedings{2572f05419c94d848d3d356b576a24fa,
title = "Robust filtering for continuous-time uncertain nonlinear systems with an integral quadratic constraint",
abstract = "This paper formulates a robust state estimator for continuous-time uncertain nonlinear systems with an integral quadratic constraint noise/uncertainty description. The model uncertainty and exogenous disturbances enter the state dynamics and observation channel in a unified fashion that includes the case of multiplicative noise. The robust filtering problem is formulated as a set-valued state estimation problem which is recast into an optimal control problem. An approximate solution to the resulting Hamilton-Jacobi-Bellman equation is obtained by using quadratic optimization with linearization of the observation equation. The approximate information state of the robust filter is organized as a triple of scalar, vector and matrix-valued parameters governed by a differential Riccati equation.",
author = "Kallapur, {Abhijit G.} and Vladimirov, {Igor G.} and Petersen, {Ian R.}",
year = "2012",
doi = "10.1109/acc.2012.6314612",
language = "English",
isbn = "9781457710957",
series = "Proceedings of the American Control Conference",
publisher = "Institute of Electrical and Electronics Engineers Inc.",
pages = "4807--4812",
booktitle = "2012 American Control Conference, ACC 2012",
address = "United States",
note = "2012 American Control Conference, ACC 2012 ; Conference date: 27-06-2012 Through 29-06-2012",
}