Title :
Robust exponential filtering for uncertain systems with stochastic and polytopic uncertainties
Author :
Subramanian, Ananth ; Sayed, Ali H.
Author_Institution :
Dept. of Electr. Eng., California Univ., Los Angeles, CA, USA
Abstract :
This paper addresses the problem of robust exponential filtering for discrete uncertain systems with mixed stochastic and deterministic uncertainties, in addition to unmodelled nonlinearities and measurement and process noises with bounded variances.
Keywords :
Lyapunov methods; asymptotic stability; discrete time systems; filtering theory; robust control; state-space methods; uncertain systems; Lyapunov function; asymptotic stability; discrete systems; error variance; exponential stability; polytopic uncertainty; process noises; robust exponential filtering; state-space model; stochastic uncertainty; uncertain systems; Asymptotic stability; Error correction; Filtering; Filters; Random variables; Robustness; State estimation; Stochastic systems; Uncertain systems; Uncertainty;
Conference_Titel :
Decision and Control, 2002, Proceedings of the 41st IEEE Conference on
Print_ISBN :
0-7803-7516-5
DOI :
10.1109/CDC.2002.1184644
