The paper is concerned with a class of continuous-time uncertain systems which satisfy a certain integral quadratic constraint. The problems of robust filtering, robust prediction and robust smoothing for such systems are defined and non-conservative solutions are given in terms of Riccati differential equations. The paper also addresses a problem of robust observability for this class of uncertain systems
Published in:
Decision and Control, 1996., Proceedings of the 35th IEEE Conference on
(Volume:4
)
Date of Conference: 11-13 Dec 1996