On robust filtering for linear systems with parameter uncertainty
暂无分享,去创建一个
[1] H. Wimmer,et al. Monotonicity of maximal solutions of algebraic Riccati equations , 1985 .
[2] Dennis S. Bernstein,et al. Robust, reduced-order, nonstrictly proper state estimation via the optimal projection equations with Petersen-Hollot bounds , 1987 .
[3] P. Khargonekar,et al. An algebraic Riccati equation approach to H ∞ optimization , 1988 .
[4] U. Shaked,et al. Game theory approach to optimal linear estimation in the minimum H/sup infinity /-norm sense , 1989, Proceedings of the 28th IEEE Conference on Decision and Control,.
[5] J. Speyer,et al. A Linear-Quadratic Game Approach to Estimation and Smoothing , 1991, 1991 American Control Conference.
[6] P. Khargonekar,et al. Filtering and smoothing in an H/sup infinity / setting , 1991 .
[7] Duncan McFarlane,et al. Robust state estimation for uncertain systems , 1991, [1991] Proceedings of the 30th IEEE Conference on Decision and Control.
[8] Lihua Xie,et al. H ∞ filtering for linear periodic systems with parameter uncertainty , 1991 .
[9] Lihua Xie,et al. H/sub infinity / control and quadratic stabilization of systems with parameter uncertainty via output feedback , 1992 .
[10] Lihua Xie,et al. H∞ estimation for uncertain systems , 1992 .
[11] U. Shaked,et al. H,-OPTIMAL ESTIMATION: A TUTORIAL , 1992 .
[12] Lihua Xie,et al. Robust Kalman filtering for uncertain systems , 1994 .
[13] Richard A. Brown,et al. Introduction to random signals and applied kalman filtering (3rd ed , 2012 .