Robust Estimation and Filtering for Poorly Known Models

This letter addresses the estimation and filtering problems of systems when only a rough model is available. Based on a modified version of the classic regularized least square problem, a new design criterion for estimation is proposed that considers measurements and innovations as a possible source...

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Bibliographic Details

Published in:	IEEE control systems letters Vol. 4; no. 2; pp. 474 - 479
Main Authors:	Fernandes, Marcos R., do Val, Joao B. R., Souto, Rafael F.
Format:	Journal Article
Language:	English
Published:	IEEE 01-04-2020
Subjects:	Data models Estimation Kalman filtering Noise measurement Stochastic processes uncertain systems Uncertainty Upper bound
Online Access:	Get full text
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