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Nonlinear state estimation for uncertain systems with an integral constraint

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James, M. R.
Petersen, I. R.

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IEEE

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This paper considers a problem of robust filtering for a class of uncertain nonlinear systems. The solution involves a set valued state estimate which is obtained by solving a HJB equation. In addition, a less computationally intensive approximate solution to the problem is obtained for filtering problems defined on a large time interval.

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Proceedings of the IEEE Conference on Decision and Control

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