Minimax Adaptive Estimation for Finite Sets of Linear Systems

Forskningsoutput: TidskriftsbidragArtikel i vetenskaplig tidskrift

Abstract

For linear time-invariant systems with uncertain parameters belonging to a finite set, we present a purely deterministic approach to multiple-model estimation and propose an algorithm based on the minimax criterion using constrained quadratic programming. The estimator tends to learn the dynamics of the system, and once the uncertain parameters have been sufficiently estimated, the estimator behaves like a standard Kalman filter.

Detaljer

Författare
Enheter & grupper
Forskningsområden

Ämnesklassifikation (UKÄ) – OBLIGATORISK

  • Reglerteknik
Originalspråkengelska
Antal sidor4
TidskriftIEEE Control Systems Letters
StatusSubmitted - 2021 mar 3
PublikationskategoriForskning
Peer review utfördNej

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