Robust finite horizon minimax filtering for discrete-time stochastic uncertain systems-Reference-Cited by-同舟云学术

Robust finite horizon minimax filtering for discrete-time stochastic uncertain systems

Published:2004-06 Issue:2 Volume:52 Page:99-112
ISSN:0167-6911
Container-title:Systems & Control Letters
language:en
Short-container-title:Systems & Control Letters

Author:

Yoon Myung-Gon,Ugrinovskii Valery A.,Petersen Ian R.

Publisher

Elsevier BV

Subject

Electrical and Electronic Engineering,Mechanical Engineering,General Computer Science,Control and Systems Engineering

Reference22 articles.

1. H∞-Optimal Control and Related Minimax Design Problems;Basa̧r,1995

2. An information-state approach to risk-sensitive tracking problems;Collings;J. Math. Systems, Estimat. Control,1996

3. Robust H2 filtering for uncertain systems with measurable inputs;de Souza;IEEE Trans. Signal Process.,1999

4. A Weak Convergence Approach to the Theory of Large Deviations;Dupuis,1997

5. R.J. Elliott, L. Aggoun, J.B. Moore, Hidden Markov Models; Estimation and Control, 2nd Edition, Application of Mathematics, Vol. 29, Springer, Berlin, 1995.

Cited by 19 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. On the convergence of degenerate risk sensitive filters;Systems & Control Letters;2024-03

2. Robust Kalman and Bayesian Set-Valued Filtering and Model Validation for Linear Stochastic Systems;SIAM/ASA Journal on Uncertainty Quantification;2023-04-25

3. Robust fixed-lag smoothing under model perturbations;Journal of the Franklin Institute;2023-01

4. In Between the $$LQG/H_{2}$$- and $$H_{\infty } $$-Control Theories;Automation and Remote Control;2021-04

5. Robust Kalman Filtering Under Model Uncertainty: the Case of Degenerate Densities;IEEE Transactions on Automatic Control;2021