Title :
A deterministic approach to the design of robust predictors
Author :
Moheimani, S. O Reza ; Savkin, Andrey V. ; Petersen, Ian R.
Author_Institution :
Sch. of Electr. Eng., Australian Defence Force Acad., Canberra, ACT, Australia
Abstract :
This paper is concerned with the problem of robust prediction for a class of uncertain systems with noise and uncertainty modeled deterministically. The main result shows that the set of possible states at time T, given the measurements up to a time T-q is an ellipsoid. The set is constructed by solving a Riccati difference equation
Keywords :
Riccati equations; discrete time systems; matrix algebra; nonlinear differential equations; prediction theory; time-varying systems; uncertain systems; Riccati difference equation; discrete time systems; ellipsoid; filtering; prediction theory; robust predictors; time varying systems; uncertain systems; Difference equations; Ellipsoids; Filtering; Kalman filters; Noise robustness; Q measurement; Riccati equations; Symmetric matrices; Time measurement; Uncertain systems;
Conference_Titel :
Decision and Control, 1996., Proceedings of the 35th IEEE Conference on
Conference_Location :
Kobe
Print_ISBN :
0-7803-3590-2
DOI :
10.1109/CDC.1996.577472
