Fixed-order robust filtering for linear uncertain systems

Savkin, Andrey V.Petersen, Ian R.2026-06-272026-06-270005-1098ORCID:/0000-0003-4856-9450/work/218729833https://hdl.handle.net/1885/733812151This paper considers a problem of fixed-order robust Hx filtering for a class of linear uncertain systems. The main result of the paper shows that for the fixed-order robust Hx filtering problems under consideration, there is no advantage to be obtained by using a nonlinear filter as opposed to a linear filter.This work was supported by the Australian Research Council.3en©1997 The authorsFilteringH optimizationObservabilityRobust estimatorsUncertain linear systemsFixed-order robust filtering for linear uncertain systems199710.1016/S0005-1098(96)00157-40031062232