Variance-constrained filtering for uncertain stochastic systems with missing measurements

IEEE Transactions on Automatic Control

Volumn 48, Issue 7, 2003, Pages 1254-1258

  Wang, Zidong ^a   Ho, Daniel W C ^b   Liu, Xiaohui ^a  

^a BRUNEL UNIVERSITY   (United Kingdom)

^b CITY UNIVERSITY OF HONG KONG   (Hong Kong)

Author keywords

Incomplete observation; Kalman filtering; Linear matrix inequality; Missing signal; Robust filtering

Indexed keywords

DISCRETE TIME CONTROL SYSTEMS; ERROR ANALYSIS; KALMAN FILTERING; MATRIX ALGEBRA; PARAMETER ESTIMATION; PROBABILITY; ROBUSTNESS (CONTROL SYSTEMS); UNCERTAIN SYSTEMS;

COVARIANCE ANALYSIS;

STOCHASTIC CONTROL SYSTEMS;

EID: 0041764941     PISSN: 00189286     EISSN: None     Source Type: Journal    
DOI: 10.1109/TAC.2003.814272     Document Type: Article

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