Robust state estimation for uncertain systems with averaged integral quadratic constraints

Andrey V. Savkin; Ian R. Petersen

Robust state estimation for uncertain systems with averaged integral quadratic constraints

Andrey V. Savkin^*
, Ian R. Petersen

^*Corresponding author for this work

Research output: Contribution to journal › Conference article › peer-review

2 Citations (Scopus)

Abstract

This paper considers a robust state estimation problem for a new class of uncertain systems. The new uncertainty class introduced in the paper involves structured uncertainties which are required to satisfy a certain averaged integral quadratic constraint. This uncertainty class combines aspects of norm bounded and stochastic uncertainty descriptions. The solution to the robust state estimation problem is obtained by solving a parametrized Riccati differential equation of the game type.

Original language	English
Pages (from-to)	3086-3091
Number of pages	6
Journal	Proceedings of the IEEE Conference on Decision and Control
Volume	3
Publication status	Published - 1994
Externally published	Yes
Event	Proceedings of the 2nd IEEE International Symposium on Requirements Engineering - York, Engl Duration: 27 Mar 1995 → 29 Mar 1995

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Cite this

@article{d5593e6c28ec445f8dec8cae2858a59c,

title = "Robust state estimation for uncertain systems with averaged integral quadratic constraints",

abstract = "This paper considers a robust state estimation problem for a new class of uncertain systems. The new uncertainty class introduced in the paper involves structured uncertainties which are required to satisfy a certain averaged integral quadratic constraint. This uncertainty class combines aspects of norm bounded and stochastic uncertainty descriptions. The solution to the robust state estimation problem is obtained by solving a parametrized Riccati differential equation of the game type.",

author = "Savkin, \{Andrey V.\} and Petersen, \{Ian R.\}",

year = "1994",

language = "English",

volume = "3",

pages = "3086--3091",

journal = "Proceedings of the IEEE Conference on Decision and Control",

issn = "0191-2216",

publisher = "Institute of Electrical and Electronics Engineers Inc.",

note = "Proceedings of the 2nd IEEE International Symposium on Requirements Engineering ; Conference date: 27-03-1995 Through 29-03-1995",

}

TY - JOUR

T1 - Robust state estimation for uncertain systems with averaged integral quadratic constraints

AU - Savkin, Andrey V.

AU - Petersen, Ian R.

PY - 1994

Y1 - 1994

N2 - This paper considers a robust state estimation problem for a new class of uncertain systems. The new uncertainty class introduced in the paper involves structured uncertainties which are required to satisfy a certain averaged integral quadratic constraint. This uncertainty class combines aspects of norm bounded and stochastic uncertainty descriptions. The solution to the robust state estimation problem is obtained by solving a parametrized Riccati differential equation of the game type.

AB - This paper considers a robust state estimation problem for a new class of uncertain systems. The new uncertainty class introduced in the paper involves structured uncertainties which are required to satisfy a certain averaged integral quadratic constraint. This uncertainty class combines aspects of norm bounded and stochastic uncertainty descriptions. The solution to the robust state estimation problem is obtained by solving a parametrized Riccati differential equation of the game type.

UR - https://www.scopus.com/pages/publications/0028738805

M3 - Conference article

AN - SCOPUS:0028738805

SN - 0191-2216

VL - 3

SP - 3086

EP - 3091

JO - Proceedings of the IEEE Conference on Decision and Control

JF - Proceedings of the IEEE Conference on Decision and Control

T2 - Proceedings of the 2nd IEEE International Symposium on Requirements Engineering

Y2 - 27 March 1995 through 29 March 1995

ER -

Robust state estimation for uncertain systems with averaged integral quadratic constraints

Abstract

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