Robust finite horizon minimax filtering for discrete-time stochastic uncertain systems

Systems and Control Letters

Volumn 52, Issue 2, 2004, Pages 99-112

  Yoon, Myung Gon ^a   Ugrinovskii, Valery A ^b   Petersen, Ian R ^b  

^a UNIVERSITY OF NEW SOUTH WALES   (Australia)

^b UNIVERSITY OF NEW SOUTH WALES   (Australia)

Author keywords

H filter; Kalman filter; Risk sensitive control; Robust filtering

Indexed keywords

COMPUTATIONAL METHODS; ERROR ANALYSIS; KALMAN FILTERING; MATRIX ALGEBRA; PERTURBATION TECHNIQUES; PROBABILITY DISTRIBUTIONS; ROBUSTNESS (CONTROL SYSTEMS);

H∞ FILTERS; RISK-SENSITIVE CONTROLS; ROBUST FILTERING; STOCHASTIC NOISE;

STOCHASTIC CONTROL SYSTEMS;

EID: 2342636410     PISSN: 01676911     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.sysconle.2003.11.004     Document Type: Article

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