Deterministic approach to the design of robust predictors

Moheimani, S. O.Reza; Savkin, Andrey V.; Petersen, Ian R.

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Deterministic approach to the design of robust predictors

Date

1996

Authors

Moheimani, S. O.Reza

Savkin, Andrey V.

Petersen, Ian R.

Abstract

This paper is concerned with the problem of robust prediction for a class of uncertain systems with noise and uncertainty modeled deterministically. The main result shows that the set of possible states at time T, given the measurements up to a time T-q is an ellipsoid. The set is constructed by solving a Riccati difference equation.

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https://hdl.handle.net/1885/733812586

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Proceedings of the IEEE Conference on Decision and Control

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Deterministic approach to the design of robust predictors

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