Title :
Robust filtering, prediction, smoothing and observability of uncertain systems
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 :
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 addresses a problem of robust observability for this class of uncertain systems
Keywords :
Riccati equations; continuous time systems; differential equations; filtering theory; nonlinear differential equations; observability; prediction theory; smoothing methods; Riccati differential equations; continuous-time uncertain systems; integral quadratic constraint; nonconservative solutions; robust filtering; robust observability; robust prediction; robust smoothing; Filtering; Kalman filters; Linear systems; Noise measurement; Observability; Robustness; Smoothing methods; State estimation; 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.1996.577678
