Model validation and state estimation for uncertain continuous-time systems with missing discrete-continuous data
This paper considers two related problems of state estimation and model validation for a class of uncertain linear systems. The main contribution of the paper is that it considers a general information structure which allows for discrete and continuous measurements as well as missing data. The results are given in terms of a recursive state estimator involving a jump Riccati differential equation and jump state equations. These equations can be solved on-line. (C) 1999 Elsevier Science Ltd. All rights reserved.
model validation missing data robust state estimation uncertain systems sampled data