Robust Kalman Filtering for Signals and Systems with Large Uncertainties

by Ian R. Petersen and Andrey V. Savkin

Book Overview

1 Introduction.- 2 Continuous-Time Quadratic Guaranteed Cost Filtering.- 3 Discrete-Time Quadratic Guaranteed Cost Filtering.- 4 Continuous-Time Set-Valued State Estimation and Model Validation.- 5 Discrete-Time Set-Valued State Estimation.- 6 Robust State Estimation with Discrete and Continuous Measurements.- 7 Set-Valued State Estimation with Structured Uncertainty.- 8 Robust H? Filtering with Structured Uncertainty.- 9 Robust Fixed Order H? Filtering.-...

• Format: Hardcover
• Language: English
• ISBN: 0817640894
• ISBN13: 9780817640897
• Release Date: November 1999
• Publisher: Springer
• Length: 220 Pages
• Weight: 1.00 lbs.
• Dimensions: 0.6" x 6.3" x 9.6"