- https://doi.org/10.1109/iscas.1996.541634
The robust prediction problem for a class of uncertain systems
- May 12, 1996
- S.o.r Moheimani +2 more
Abstract
This paper is concerned with the robust prediction problem for a class of uncertain systems. In this problem, the noise and uncertainty are modelled deterministically via an integral quadratic constraint. The robust prediction problem involves constructing the set of all possible states at the current time t consistent with given output measurements up to a time /spl tau/<t and the integral quadratic constraint. This set is found to be an ellipsoid which is constructed by solving a Riccati differential equation.
- # Integral Quadratic Constraint
- # Robust Problem
- # Spl Tau
- # Integral Constraint
- # Output Measurements
- # Current Time
- # Riccati Differential Equation
- # Class Of Uncertain Systems
- # Quadratic Constraint
- # Robust Prediction
