Robust filtering, prediction, smoothing and observability of uncertain systems

被引:0
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作者
Moheimani, SOR
Savkin, AV
Petersen, IR
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中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
The paper is concerned with a class of continuous-time uncertain systems which satisfy a certain Integral Quadratic Constraint. The problems of robust filtering, robust prediction and robust smoothing for such systems are defined and non-conservative solutions are given in terms of Riccati differential equations. The paper also adresses a problem of robust observability for this class of uncertain systems.
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页码:4794 / 4799
页数:6
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