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- W2376351894 abstract "For the constraint system of covariance matrix being uncertain,a robust moving horizon estimation(MHE) strategy is discussed.The upper bound of minimum error covariance satisfying all the uncertainties is found and the optimal problem is solved in the framework of linear matrix inequality(LMI).Based on the moving horizon strategy,the state is estimated by minimizing performance object while satisfying the constraints for every possible noise covariance within the given bounds.Simulation and comparison results show with the robust Kalman filter are given.The results the effectiveness of the method." @default.
- W2376351894 created "2016-06-24" @default.
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- W2376351894 date "2008-01-01" @default.
- W2376351894 modified "2023-09-24" @default.
- W2376351894 title "Moving horizon estimation approach to constrained systems with uncertain noise covariance" @default.
- W2376351894 hasPublicationYear "2008" @default.
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