Minimax Adaptive Estimation for Finite Sets of Linear Systems
(2022) American Control Conference, 2022- Abstract
- For linear time-invariant systems with uncertain parameters belonging to a finite set, we present a purely eterministic 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.
Please use this url to cite or link to this publication:
https://lup.lub.lu.se/record/351bbfea-1434-426b-abad-9ce0f6a61e36
- author
- Kjellqvist, Olle LU and Rantzer, Anders LU
- organization
- publishing date
- 2022-09-05
- type
- Chapter in Book/Report/Conference proceeding
- publication status
- published
- subject
- host publication
- IEEE Xplore
- pages
- 6 pages
- publisher
- IEEE - Institute of Electrical and Electronics Engineers Inc.
- conference name
- American Control Conference, 2022
- conference location
- GA, United States
- conference dates
- 2022-06-08 - 2022-06-10
- external identifiers
-
- scopus:85138493958
- ISBN
- 978-1-6654-9480-9
- 978-1-6654-5196-3
- DOI
- 10.23919/ACC53348.2022.9867474
- project
- Scalable Control of Interconnected Systems
- language
- English
- LU publication?
- yes
- id
- 351bbfea-1434-426b-abad-9ce0f6a61e36
- alternative location
- https://arxiv.org/abs/2103.02479
- date added to LUP
- 2022-07-15 09:45:31
- date last changed
- 2024-04-18 12:53:40
@inproceedings{351bbfea-1434-426b-abad-9ce0f6a61e36, abstract = {{For linear time-invariant systems with uncertain parameters belonging to a finite set, we present a purely eterministic 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.}}, author = {{Kjellqvist, Olle and Rantzer, Anders}}, booktitle = {{IEEE Xplore}}, isbn = {{978-1-6654-9480-9}}, language = {{eng}}, month = {{09}}, publisher = {{IEEE - Institute of Electrical and Electronics Engineers Inc.}}, title = {{Minimax Adaptive Estimation for Finite Sets of Linear Systems}}, url = {{http://dx.doi.org/10.23919/ACC53348.2022.9867474}}, doi = {{10.23919/ACC53348.2022.9867474}}, year = {{2022}}, }