IEEE Transactions on Automatic Control, Vol.40, No.6, 1080-1083, 1995
Recursive State Estimation for Uncertain Systems with an Integral Quadratic Constraint
This paper considers a robust state estimation problem for a class of uncertain systems where the noise and uncertainty are modeled deterministically via an integral quadratic constraint. The robust state estimation problem involves constructing the set of all possible states at the current time consistent with given output measurements and the integral quadratic constraint.
Keywords:INFINITY