A robust minimum-variance filter for time varying uncertain discrete-time systems

Subramanian, AnanthSayed, Ali H.2017-12-192017-12-192017-12-19200310.1109/ACC.2003.1243348https://infoscience.epfl.ch/handle/20.500.14299/143122A robust filter is designed for uncertain discrete time models. The filter is based on a regularized solution and guarantees minimum state error variance. Simulation results confirm its superior performance over other robust filter designs.A robust minimum-variance filter for time varying uncertain discrete-time systemstext::conference output::conference proceedings::conference paper