Computation of the worst-case covariance for linear systems with uncertain parameters
Computation of the worst-case covariance for linear systems with uncertain parameters
V. Balakrishnan and S. Boyd
Proc. IEEE Conference on Decision and Control,
Brighton, U.K, 2:1941-1942, December 1991
Abstract:
For a class of linear systems with unknown parameters that lie in
intervals, we present a branch and bound algorithm for computing the
worst-case covariance of the state.
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