Robust Kalman Filtering for Signals and Systems with Large Uncertainties

Continuous-time quadratic guaranteed cost filtering; discrete-time quadratic guaranteed cost filtering; continuous-time set valued state estimation and model validation; discrete-time set valued estimation and model validation; robust state estimation with discrete and continuous measurements; set valued state estimation with structured uncertainty; robust H-infinity filtering with structured uncertainty; robust fixed order H-infinity filtering; set valued state estimation for nonlinear uncertain systems; robust filtering applied to an induction motor.