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Robust filtering, prediction, smoothing and observability of uncertain systems

  • S. O.Reza Moheimani*
  • , Andrey V. Savkin
  • , Ian R. Petersen
  • *Corresponding author for this work

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

1 Citation (Scopus)

Abstract

The 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 non-conservative solutions are given in terms of Riccati differential equations. The paper also addresses a problem of robust observability for this class of uncertain systems.

Original languageEnglish
Title of host publicationProceedings of the IEEE Conference on Decision and Control
Editors Anon
Pages4794-4799
Number of pages6
Publication statusPublished - 1996
Externally publishedYes
EventProceedings of the 35th IEEE Conference on Decision and Control. Part 4 (of 4) - Kobe, Jpn
Duration: 11 Dec 199613 Dec 1996

Publication series

NameProceedings of the IEEE Conference on Decision and Control
Volume4
ISSN (Print)0191-2216

Conference

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

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