Abstract
The guaranteed (worst-case) approach is proposed to the estimation of phase states of dynamical systems subjected to uncertain perturbations under different optimality criteria.
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Chernousko, F.L. Optimal Ellipsoidal Estimation of Dynamic Systems Subject to Uncertain Disturbances. Cybernetics and Systems Analysis 38, 221–229 (2002). https://doi.org/10.1023/A:1016343412438
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DOI: https://doi.org/10.1023/A:1016343412438