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Fixed-order robust filtering for linear uncertain systems

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Savkin, Andrey V.
Petersen, Ian R.

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This paper considers a problem of fixed order robust H ∞ filtering for a class of linear uncertain systems. The main result of the paper shows that for the fixed order robust H ∞ filtering problems under consideration, there is no advantage to be obtained by using a nonlinear filter as opposed to a linear filter.

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Proceedings of the IEEE Conference on Decision and Control

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