DocumentCode
808494
Title
A minimax filter for systems with large plant uncertainties
Author
Leondes, Cornelius T. ; Pearson, Jack O.
Author_Institution
University of California, Los Angeles, CA, USA
Volume
17
Issue
2
fYear
1972
fDate
4/1/1972 12:00:00 AM
Firstpage
266
Lastpage
268
Abstract
A minimax filter is derived in order to estimate the state of a system when large uncertainties in the plant dynamics and process noise are present. If the system dynamics and measurements are uncoupled and the noise covariance matrices are diagonal, simple results occur.
Keywords
Minimax estimation; State estimation; Artificial intelligence; Control system synthesis; Control systems; Covariance matrix; Failure analysis; Filters; Minimax techniques; Regulators; State estimation; Uncertainty;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/TAC.1972.1099961
Filename
1099961
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