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| Content Provider | IEEE Xplore Digital Library |
|---|---|
| Author | Neveux, P. Blanco, E. Thomas, G. |
| Copyright Year | 1991 |
| Abstract | The problem of robust filtering for linear time-invariant (LTI) continuous systems subject to parametric uncertainties is treated in this paper through transfer function and polynomial representations, and then in the state-space domain. The basic idea consists of introducing the gradient of the estimation error with respect to the uncertain parameters in the optimization scheme via a epsiv-contaminated model. The general solution to the problem is given in the transfer function representation while, in the polynomial framework, the causal estimator is obtained by means of a spectral factorization and a Diophantine equation. The state-space realization of the causal estimator is discussed. Examples show the ability of the proposed technique to provide a reliable estimation in presence of model uncertainty. |
| Sponsorship | IEEE Signal Processing Society |
| Starting Page | 4752 |
| Ending Page | 4757 |
| Page Count | 6 |
| File Size | 630730 |
| File Format | |
| ISSN | 1053587X |
| Volume Number | 55 |
| Issue Number | 10 |
| Language | English |
| Publisher | Institute of Electrical and Electronics Engineers, Inc. (IEEE) |
| Publisher Date | 2007-10-01 |
| Publisher Place | U.S.A. |
| Access Restriction | One Nation One Subscription (ONOS) |
| Rights Holder | Institute of Electrical and Electronics Engineers, Inc. (IEEE) |
| Subject Keyword | Robustness Nonlinear filters Filtering Continuous time systems Uncertainty Transfer functions Polynomials Estimation error Equations State estimation spectral factorization Diophantine equation minimax optimization robust estimation robustness sensitivity |
| Content Type | Text |
| Resource Type | Article |
| Subject | Signal Processing Electrical and Electronic Engineering |
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