Title :
Worst-case state prediction under structured uncertainty
Author :
El Ghaoui, Laurent ; Calafiore, Giuseppe
Author_Institution :
Ecole Nat. Superieure de Tech. Avancees, Paris, France
Abstract :
We provide an linear matrix inequality based formulation of a discrete-time predictive filter that computes a minimal ellipsoid of confidence for the state of a linear system subject to structured and time-varying uncertainties in all the system matrices
Keywords :
discrete time systems; filtering theory; linear systems; mathematical programming; matrix algebra; state estimation; uncertain systems; discrete-time systems; ellipsoid; linear matrix inequality; linear systems; predictive filter; semidefinite programming; state estimation; structured uncertainty; uncertain systems; Ellipsoids; Filters; Information filtering; Internet; Riccati equations; Robustness; Size measurement; Symmetric matrices; Uncertain systems; Uncertainty;
Conference_Titel :
American Control Conference, 1999. Proceedings of the 1999
Conference_Location :
San Diego, CA
Print_ISBN :
0-7803-4990-3
DOI :
10.1109/ACC.1999.782396
