Robust stochastic filtering for linear continuous uncertain systems with time-varying parameters

ECC 1997 - European Control Conference

Volumn , Issue , 1997, Pages 1031-1036

  Osorio Cordero, Antonio ^a   Poznyak, Alexander S ^a   Taksar, Michael ^b  

^a DEPARTAMENTO DE FÍSICA   (Mexico)

^b STONY BROOK UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

KALMAN FILTERS; LINEAR SYSTEMS; RICCATI EQUATIONS; STOCHASTIC SYSTEMS; TIME VARYING CONTROL SYSTEMS; UNCERTAINTY ANALYSIS;

DESIGN PARAMETERS; PERFORMANCE INDICES; RANDOM DISTURBANCES; STOCHASTIC FILTERING; TIME VARYING LINEAR SYSTEMS; TIME VARYING PARAMETER; UNSTRUCTURED UNCERTAINTY; UPPER BOUND;

CONTINUOUS TIME SYSTEMS;

EID: 84949090988     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.23919/ecc.1997.7082234     Document Type: Conference Paper

References (7)

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7. Jan C. Willems. "Least Squares Stationary Optimal Contro and Algebraic Riccati Equation". IEEE Trans. Automat. Contr., vol. AC - 16, N0.6, pp. 621-634, 1971.