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Robust filtering and fixed-lag smoothing for uncertain discrete-time systems

Abstract : Robust filtering and fixed-lag smoothing problems for uncertain discrete-time systems are treated in this paper. The problem is set in a lambda-contaminated framework that does not required a model for the uncertainties. The results are presented in term of transfer function and in polynomials. The latter representation exhibits two spectral factors and a Diophantine equation in order to obtain the estimator. An example shows the effectiveness of the approach.
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https://hal.inrae.fr/hal-02748462
Contributor : Migration Prodinra <>
Submitted on : Wednesday, June 3, 2020 - 1:36:30 PM
Last modification on : Monday, May 3, 2021 - 7:16:03 PM

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Philippe Neveux, Eric Blanco. Robust filtering and fixed-lag smoothing for uncertain discrete-time systems. ECC13 : European Control Conference 2013, Eidgenössische Technische Hochschule - Swiss Federal Institute of Technology in Zürich [Zürich] (ETH Zürich). CHE., Jul 2013, Zurich, Switzerland. 6 p., ⟨10.23919/ECC.2013.6669491⟩. ⟨hal-02748462⟩

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