This paper presents a result on the design of a steady-state robust state estimator for a class of uncertain discrete-time linear systems with normal bounded uncertainty. This result extends the steady state Kalman filter to the case in which the underlying system is uncertain. A procedure is given
โฆ LIBER โฆ
Discrete optimal linear smoothing for systems with uncertain observations
โ Scribed by Monzingo, R.
- Book ID
- 114634364
- Publisher
- IEEE
- Year
- 1975
- Tongue
- English
- Weight
- 724 KB
- Volume
- 21
- Category
- Article
- ISSN
- 0018-9448
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