Recursive State Estimation for a Set-Membership Description of Uncertainty

IEEE Transactions on Automatic Control

Volumn 16, Issue 2, 1971, Pages 117-128

  Bertsekas, Dimitri P ^a   Rhodes, Ian B ^b  

^a MASSACHUSETTS INSTITUTE OF TECHNOLOGY   (United States)

^b WASHINGTON UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

LINEAR SYSTEMS; STATE ESTIMATION; SYSTEM MODELING;

AUTOMATIC CONTROL--OPTIMIZATION;

EID: 0015049633     PISSN: 00189286     EISSN: 15582523     Source Type: Journal    
DOI: 10.1109/TAC.1971.1099674     Document Type: Note

References (12)

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3. “Stochastic dynamic systems,” M.I.T. Notes, Cambridge, 1969.
4. H. S. Witsenhausen, “Sets of possible states of linear systems given perturbed observations,” IEEE Trans. Automat. Contr. (Short Paper), vol. AC-13, Oct.] 968, pp. 556–558.
5. F. C. Schweppe and H. K. Knudsen, “Theory of amorphous cloud trajectory prediction,” IEEE Trans. Inform. Theory, vol. IT-14, May 1968, pp. 415-427.
6. E. Hnyilicza, “A set-theoretic approach to state estimation,” M.S. thesis, Dep. Elec. Eng., M.I.T., Cambridge, June 1969.
7. F. M. Schlaepfer. “Set theoretic estimation of distributed parameter systems.” Elec. Syst. Lab., M.I. T. Rep. ESL-R-413. Cambridge. Jan. 1970.
8. M. Athans and P. Falb, Optimal Control. New York: McGraw-HillHill, 1966, p. 793.
9. R. E. Kalman, “A new approach to linear filtering and prediction problems,” Trans. ASME, J. Basic Eng., ser. D, vol. 82, 1960, pp.35-44.
10. D. C. Fraser and J. E. Potter, “Optimum linear smoother as a combination of two optimum linear filters,” IEEE Trans. Automat. Contr., (Short Paper), vol. AC-14, Aug. 1969, pp. 387–390.
11. H. E. Rauch. F. Tung, and C. T. Striebel, “Maximum likelihood estimates of linear dynamic systems,” AIAA J., vol. 3, no. 8, 1965, pp. 1445-1450.
12. D. P. Bertsekas and I. B. Rhodes, “On the minimax reachability of target sets and target tubes.” Automatica. Mar. 1971.