Guaranteed cost LQG filtering for stochastic discrete time uncertain systems via risk-sensitive control

Proceedings of the IEEE Conference on Decision and Control

Volumn 1, Issue , 1999, Pages 564-569

  Ugrinovskii, Valery A ^a   Petersen, Ian R ^a  

^a School of Engineering and Information Technology   (Australia)

Author keywords

[No Author keywords available]

Indexed keywords

RISK SENSITIVE CONTROL; ROBUST FILTERING;

CONSTRAINT THEORY; DISCRETE TIME CONTROL SYSTEMS; KALMAN FILTERING; OPTIMAL CONTROL SYSTEMS; OPTIMIZATION; PARAMETER ESTIMATION; PROBABILITY DISTRIBUTIONS; RICCATI EQUATIONS; ROBUSTNESS (CONTROL SYSTEMS);

UNCERTAIN SYSTEMS;

EID: 0033325277     PISSN: 01912216     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

References (18)