The guaranteed estimation performance filter for discrete-time descriptor systems with uncertain noise
Hongsheng Xi · International Journal of Systems Science · 1997
This paper deals with the problem of a robust filter design for discrete-time descriptor systems with uncertain noise. The problem addressed is the construction of a perturbating upper bound on uncertain noise covariances so as to guarantee that the deviation of the estimate error performance index remains within the precision prescribed in actual problems. Furthermore, the worst performance in the uncertain case can be minimized by a minimax robust filter.