Robust prediction problem for a class of uncertain systems

S. O. Reza Moheimani; Andrey V. Savkin; Ian R. Petersen

Robust prediction problem for a class 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 proceeding › Conference Paper › peer-review

Abstract

This paper is concerned with the robust prediction problem for a class of uncertain systems. In this problem, the noise and uncertainty are modelled deterministically via an integral quadratic constraint. The robust prediction problem involves constructing the set of all possible states at the current time t consistent with given output measurements up to a time τ < t and the integral quadratic constraint. This set is found to be an ellipsoid which is constructed by solving a Riccati differential equation.

Original language	English
Title of host publication	Proceedings - IEEE International Symposium on Circuits and Systems
Publisher	IEEE
Pages	465-468
Number of pages	4
Volume	3
Publication status	Published - 1996
Externally published	Yes
Event	Proceedings of the 1996 IEEE International Symposium on Circuits and Systems, ISCAS. Part 1 (of 4) - Atlanta, GA, USA Duration: 12 May 1996 → 15 May 1996

Publication series

Name	Proceedings - IEEE International Symposium on Circuits and Systems
Publisher	Institute of Electrical and Electronics Engineers Inc.
ISSN (Print)	0271-4310

Conference

Conference	Proceedings of the 1996 IEEE International Symposium on Circuits and Systems, ISCAS. Part 1 (of 4)
City	Atlanta, GA, USA
Period	12/05/96 → 15/05/96

Cite this

@inproceedings{2a3b31423e88431dac1ba1f2570a9c24,

title = "Robust prediction problem for a class of uncertain systems",

abstract = "This paper is concerned with the robust prediction problem for a class of uncertain systems. In this problem, the noise and uncertainty are modelled deterministically via an integral quadratic constraint. The robust prediction problem involves constructing the set of all possible states at the current time t consistent with given output measurements up to a time τ < t and the integral quadratic constraint. This set is found to be an ellipsoid which is constructed by solving a Riccati differential equation.",

author = "\{Reza Moheimani\}, \{S. O.\} and Savkin, \{Andrey V.\} and Petersen, \{Ian R.\}",

year = "1996",

language = "English",

volume = "3",

series = "Proceedings - IEEE International Symposium on Circuits and Systems",

publisher = "IEEE",

pages = "465--468",

booktitle = "Proceedings - IEEE International Symposium on Circuits and Systems",

note = "Proceedings of the 1996 IEEE International Symposium on Circuits and Systems, ISCAS. Part 1 (of 4) ; Conference date: 12-05-1996 Through 15-05-1996",

}

Reza Moheimani, SO, Savkin, AV & Petersen, IR 1996, Robust prediction problem for a class of uncertain systems. in Proceedings - IEEE International Symposium on Circuits and Systems. vol. 3, Proceedings - IEEE International Symposium on Circuits and Systems, IEEE, pp. 465-468, Proceedings of the 1996 IEEE International Symposium on Circuits and Systems, ISCAS. Part 1 (of 4), Atlanta, GA, USA, 12/05/96.

Robust prediction problem for a class of uncertain systems. / Reza Moheimani, S. O.; Savkin, Andrey V.; Petersen, Ian R.
Proceedings - IEEE International Symposium on Circuits and Systems. Vol. 3 IEEE, 1996. p. 465-468 (Proceedings - IEEE International Symposium on Circuits and Systems).

Research output: Chapter in Book/Report/Conference proceeding › Conference Paper › peer-review

TY - GEN

T1 - Robust prediction problem for a class of uncertain systems

AU - Reza Moheimani, S. O.

AU - Savkin, Andrey V.

AU - Petersen, Ian R.

PY - 1996

Y1 - 1996

N2 - This paper is concerned with the robust prediction problem for a class of uncertain systems. In this problem, the noise and uncertainty are modelled deterministically via an integral quadratic constraint. The robust prediction problem involves constructing the set of all possible states at the current time t consistent with given output measurements up to a time τ < t and the integral quadratic constraint. This set is found to be an ellipsoid which is constructed by solving a Riccati differential equation.

AB - This paper is concerned with the robust prediction problem for a class of uncertain systems. In this problem, the noise and uncertainty are modelled deterministically via an integral quadratic constraint. The robust prediction problem involves constructing the set of all possible states at the current time t consistent with given output measurements up to a time τ < t and the integral quadratic constraint. This set is found to be an ellipsoid which is constructed by solving a Riccati differential equation.

UR - https://www.scopus.com/pages/publications/0029710353

M3 - Conference Paper

AN - SCOPUS:0029710353

VL - 3

T3 - Proceedings - IEEE International Symposium on Circuits and Systems

SP - 465

EP - 468

BT - Proceedings - IEEE International Symposium on Circuits and Systems

PB - IEEE

T2 - Proceedings of the 1996 IEEE International Symposium on Circuits and Systems, ISCAS. Part 1 (of 4)

Y2 - 12 May 1996 through 15 May 1996

ER -

Robust prediction problem for a class of uncertain systems

Abstract

Publication series

Conference

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