Abstract
In this paper, a novel finite-horizon, discrete-time, time-varying state estimation method is proposed based on the recent robust semidefinite programming (RSDP) technique. The proposed formulation guarantees a robust performance with respect to model uncertainties which are known to lie within certain a priori bounds. This is in contrast to earlier robust designs, such as H∞, which accommodate all conceivable uncertainties and therefore lead to overly conservative solutions.
| Original language | English (US) |
|---|---|
| Pages (from-to) | 275-276 |
| Number of pages | 2 |
| Journal | Proceedings of the IEEE Conference on Decision and Control |
| Volume | 1 |
| State | Published - 1998 |
| Event | Proceedings of the 1998 37th IEEE Conference on Decision and Control (CDC) - Tampa, FL, USA Duration: Dec 16 1998 → Dec 18 1998 |