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State estimation for uncertain nonlinear systems

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1996

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

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Abstract

This paper considers a problem of robust filtering for a class of uncertain nonlinear systems with an integral constraint. The solution involves a set valued state estimate which is obtained by solving a Hamilton Jacobi Bellman equation. A robust version of the Extended Kalman Filter is presented. Two examples are discussed, including FM demodulation.

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https://hdl.handle.net/1885/733812262

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ANU Research Publications

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Conference paper

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