@article{15d68ef50af14a3ea3284e3c8797d16d,
title = "Robust ℋ2 filtering for uncertain systems with measurable inputs",
abstract = "This paper deals with the robust minimum variance filtering problem for linear time-varying systems subject to a measurable input and to norm-bounded parameter uncertainty in the state and/or the output matrices of the state-space model. The problem addressed is the design of linear filters having an error variance with a guaranteed upper bound for any allowed uncertainty and any input of bounded energy. Three types of input signals are considered: a signal that is a priori known for the whole time interval, an unknown signal of very large bandwidth that is perfectly measured on-line, and a large bandwidth signal that is measured ahead of time in a fixed preview time interval. Both the time-varying finite-horizon and stationary infinite-horizon cases are treated.",
author = "{De Souza}, {Carlos E.} and Uri Shaked",
note = "Funding Information: Manuscript received February 28, 1998; revised November 9, 1998. This work was supported by the Conselho Nacional de Desenvolvimento Cient{\'i}fico e Tecnol{\'o}gico—CNPq, Brazil, under Grants 301653/96-8(NV)-PQ and 171444/97-3/PCI. The associate editor coordinating the review of this paper and approving it for publication was Dr. Antonio Cantoni.",
year = "1999",
month = aug,
doi = "10.1109/78.774772",
language = "אנגלית",
volume = "47",
pages = "2286--2292",
journal = "IEEE Transactions on Signal Processing",
issn = "1053-587X",
publisher = "Institute of Electrical and Electronics Engineers Inc.",
number = "8",
}