Robust receding-horizon state estimation for uncertain discrete-time linear systems

A linear matrix inequality approach to<i>H</i>_∞control

P. Gahinet, Pierre Apkarian · International Journal of Robust and Nonlinear Control · 1994 · 3.2K citations

Natural Sciences, Mathematics, Design Optimization +12

Maximum likelihood estimates of linear dynamic systems

Herbert E. Rauch, F. Tung, Charlotte Striebel · AIAA Journal · 1965 · 1.9K citations

Engineering, Mathematics, Dynamical Systems +15

Robust Solutions to Least-Squares Problems with Uncertain Data

Laurent El Ghaoui, Hervé Lebret · SIAM Journal on Matrix Analysis and Applications · 1997 · 1.1K citations

Computing, Computer Science, Algorithms +16

Robust solution to least squares problems with uncertain data

Laurent El Ghaoui, Hervé Lebret · 1997 · 645 citations

Natural Sciences, Mathematics, Optimization +15

Constrained linear state estimation—a moving horizon approach

Christopher V. Rao, James B. Rawlings, Jay H. Lee · Automatica · 2001 · 585 citations

Engineering, Mathematics, Systems Engineering +13