In this paper, a novel finite-horizon, discrete-time, time-varying state estimation method is proposed based on the recent robust semidefinite programming (RSDP) technique. The proposed formulation guarantees a robust performance with respect to model uncertainties which are known to lie within certain a priori bounds. This is in contrast to earlier robust designs, such as H∞, which accommodate all conceivable uncertainties and therefore lead to overly conservative solutions.
|Original language||English (US)|
|Number of pages||2|
|Journal||Proceedings of the IEEE Conference on Decision and Control|
|State||Published - Dec 1 1998|
|Event||Proceedings of the 1998 37th IEEE Conference on Decision and Control (CDC) - Tampa, FL, USA|
Duration: Dec 16 1998 → Dec 18 1998