{"id":"https://openalex.org/W2969173447","doi":"https://doi.org/10.23919/ecc.2019.8795947","title":"Risk-Coherent $\\mathcal{H}_{\\infty}$ -optimal Filter Design Under Model Uncertainty with Applications to MISO Control","display_name":"Risk-Coherent $\\mathcal{H}_{\\infty}$ -optimal Filter Design Under Model Uncertainty with Applications to MISO Control","publication_year":2019,"publication_date":"2019-06-01","ids":{"openalex":"https://openalex.org/W2969173447","doi":"https://doi.org/10.23919/ecc.2019.8795947","mag":"2969173447"},"language":"en","primary_location":{"id":"doi:10.23919/ecc.2019.8795947","is_oa":false,"landing_page_url":"https://doi.org/10.23919/ecc.2019.8795947","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2019 18th European Control Conference (ECC)","raw_type":"proceedings-article"},"type":"conference-paper","indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-256077","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5054242547","display_name":"Matias I. M\u00fcller","orcid":"https://orcid.org/0000-0002-6322-7857"},"institutions":[{"id":"https://openalex.org/I86987016","display_name":"KTH Royal Institute of Technology","ror":"https://ror.org/026vcq606","country_code":"SE","type":"education","lineage":["https://openalex.org/I86987016"]}],"countries":["SE"],"is_corresponding":false,"raw_author_name":"Matias I. Muller","raw_affiliation_strings":["Department of Automatic Control, KTH Royal Institute of Technology, Stockholm, Sweden"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Automatic Control, KTH Royal Institute of Technology, Stockholm, Sweden","institution_ids":["https://openalex.org/I86987016"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5057105677","display_name":"Cristian R. Rojas","orcid":"https://orcid.org/0000-0003-0355-2663"},"institutions":[{"id":"https://openalex.org/I86987016","display_name":"KTH Royal Institute of Technology","ror":"https://ror.org/026vcq606","country_code":"SE","type":"education","lineage":["https://openalex.org/I86987016"]}],"countries":["SE"],"is_corresponding":false,"raw_author_name":"Cristian R. Rojas","raw_affiliation_strings":["Department of Automatic Control, KTH Royal Institute of Technology, Stockholm, Sweden"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Automatic Control, KTH Royal Institute of Technology, Stockholm, Sweden","institution_ids":["https://openalex.org/I86987016"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":[],"corresponding_institution_ids":["https://openalex.org/I86987016"],"apc_list":null,"apc_paid":null,"fwci":0.4387,"has_fulltext":false,"cited_by_count":1,"citation_normalized_percentile":{"value":0.490706,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":93},"biblio":{"volume":null,"issue":null,"first_page":"1461","last_page":"1466"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10046","display_name":"Stability and Control of Uncertain Systems","score":0.9991000294685364,"subfield":{"id":"https://openalex.org/subfields/2207","display_name":"Control and Systems Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T10046","display_name":"Stability and Control of Uncertain Systems","score":0.9991000294685364,"subfield":{"id":"https://openalex.org/subfields/2207","display_name":"Control and Systems Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10928","display_name":"Probabilistic and Robust Engineering Design","score":0.995199978351593,"subfield":{"id":"https://openalex.org/subfields/1804","display_name":"Statistics, Probability and Uncertainty"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11236","display_name":"Control Systems and Identification","score":0.9890999794006348,"subfield":{"id":"https://openalex.org/subfields/2207","display_name":"Control and Systems Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/cvar","display_name":"CVAR","score":0.756098747253418},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.5315980911254883},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.4822126626968384},{"id":"https://openalex.org/keywords/convex-optimization","display_name":"Convex optimization","score":0.47510871291160583},{"id":"https://openalex.org/keywords/covariance","display_name":"Covariance","score":0.4457107186317444},{"id":"https://openalex.org/keywords/control-theory","display_name":"Control theory (sociology)","score":0.4358072578907013},{"id":"https://openalex.org/keywords/invariant","display_name":"Invariant (physics)","score":0.426065057516098},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.39338934421539307},{"id":"https://openalex.org/keywords/control","display_name":"Control (management)","score":0.3385288715362549},{"id":"https://openalex.org/keywords/regular-polygon","display_name":"Regular polygon","score":0.32868492603302},{"id":"https://openalex.org/keywords/expected-shortfall","display_name":"Expected shortfall","score":0.2675262689590454},{"id":"https://openalex.org/keywords/risk-management","display_name":"Risk management","score":0.1561484932899475},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.1123180091381073},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.08824628591537476}],"concepts":[{"id":"https://openalex.org/C2779922397","wikidata":"https://www.wikidata.org/wiki/Q5014755","display_name":"CVAR","level":4,"score":0.756098747253418},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.5315980911254883},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.4822126626968384},{"id":"https://openalex.org/C157972887","wikidata":"https://www.wikidata.org/wiki/Q463359","display_name":"Convex optimization","level":3,"score":0.47510871291160583},{"id":"https://openalex.org/C178650346","wikidata":"https://www.wikidata.org/wiki/Q201984","display_name":"Covariance","level":2,"score":0.4457107186317444},{"id":"https://openalex.org/C47446073","wikidata":"https://www.wikidata.org/wiki/Q5165890","display_name":"Control theory (sociology)","level":3,"score":0.4358072578907013},{"id":"https://openalex.org/C190470478","wikidata":"https://www.wikidata.org/wiki/Q2370229","display_name":"Invariant (physics)","level":2,"score":0.426065057516098},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.39338934421539307},{"id":"https://openalex.org/C2775924081","wikidata":"https://www.wikidata.org/wiki/Q55608371","display_name":"Control (management)","level":2,"score":0.3385288715362549},{"id":"https://openalex.org/C112680207","wikidata":"https://www.wikidata.org/wiki/Q714886","display_name":"Regular polygon","level":2,"score":0.32868492603302},{"id":"https://openalex.org/C5496284","wikidata":"https://www.wikidata.org/wiki/Q5420856","display_name":"Expected shortfall","level":3,"score":0.2675262689590454},{"id":"https://openalex.org/C32896092","wikidata":"https://www.wikidata.org/wiki/Q189447","display_name":"Risk management","level":2,"score":0.1561484932899475},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.1123180091381073},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.08824628591537476},{"id":"https://openalex.org/C37914503","wikidata":"https://www.wikidata.org/wiki/Q156495","display_name":"Mathematical physics","level":1,"score":0.0},{"id":"https://openalex.org/C187736073","wikidata":"https://www.wikidata.org/wiki/Q2920921","display_name":"Management","level":1,"score":0.0},{"id":"https://openalex.org/C2524010","wikidata":"https://www.wikidata.org/wiki/Q8087","display_name":"Geometry","level":1,"score":0.0},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.23919/ecc.2019.8795947","is_oa":false,"landing_page_url":"https://doi.org/10.23919/ecc.2019.8795947","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2019 18th European Control Conference (ECC)","raw_type":"proceedings-article"},{"id":"pmh:oai:DiVA.org:kth-256077","is_oa":true,"landing_page_url":"http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-256077","pdf_url":null,"source":{"id":"https://openalex.org/S4306401559","display_name":"KTH Publication Database DiVA (KTH Royal Institute of Technology)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"repository"},"license":"other-oa","license_id":"https://openalex.org/licenses/other-oa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"info:eu-repo/semantics/conferenceObject"}],"best_oa_location":{"id":"pmh:oai:DiVA.org:kth-256077","is_oa":true,"landing_page_url":"http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-256077","pdf_url":null,"source":{"id":"https://openalex.org/S4306401559","display_name":"KTH Publication Database DiVA (KTH Royal Institute of Technology)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"repository"},"license":"other-oa","license_id":"https://openalex.org/licenses/other-oa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"info:eu-repo/semantics/conferenceObject"},"sustainable_development_goals":[{"id":"https://metadata.un.org/sdg/1","display_name":"No poverty","score":0.7200000286102295}],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":26,"referenced_works":["https://openalex.org/W178056938","https://openalex.org/W627449678","https://openalex.org/W1480904389","https://openalex.org/W1500134124","https://openalex.org/W1555974209","https://openalex.org/W1574669531","https://openalex.org/W1589395967","https://openalex.org/W1647779468","https://openalex.org/W1855555568","https://openalex.org/W1868559974","https://openalex.org/W1965324089","https://openalex.org/W2015856032","https://openalex.org/W2046874050","https://openalex.org/W2065313971","https://openalex.org/W2077418568","https://openalex.org/W2083212388","https://openalex.org/W2108489060","https://openalex.org/W2109122936","https://openalex.org/W2115424783","https://openalex.org/W2117668711","https://openalex.org/W2166735509","https://openalex.org/W2167094764","https://openalex.org/W2766184728","https://openalex.org/W2795413297","https://openalex.org/W4212943826","https://openalex.org/W4249667877"],"related_works":["https://openalex.org/W2012697561","https://openalex.org/W3122289112","https://openalex.org/W3208862154","https://openalex.org/W2154756406","https://openalex.org/W2391449029","https://openalex.org/W315644267","https://openalex.org/W1904801170","https://openalex.org/W2059611025","https://openalex.org/W2767383870","https://openalex.org/W3153752017"],"abstract_inverted_index":{"This":[0],"work":[1],"presents":[2],"a":[3,27,62,89,94],"framework":[4],"to":[5,22,40,83,119],"address":[6],"the":[7,24,79,107,130,134],"problem":[8,97],"of":[9,26,58,64,68,109,133,142],"designing":[10],"discrete-time":[11],"LTI":[12],"(linear":[13],"and":[14,17,121],"time-invariant)":[15],"multiple-input":[16,120],"multiple-output":[18],"(MIMO)":[19],"filters,":[20],"aiming":[21],"optimize":[23],"performance":[25],"system":[28],"when":[29],"model":[30,47,127],"uncertainty":[31,53,128],"is":[32],"considered.":[33],"Additionally,":[34],"we":[35,54,92,115],"present":[36,116],"an":[37,117],"interesting":[38],"application":[39,118],"control":[41,124],"design":[42,125],"for":[43,51],"disturbance":[44],"rejection":[45],"under":[46,126],"uncertainty.":[48],"To":[49],"account":[50],"this":[52],"employ":[55],"coherent":[56],"measures":[57,65,74],"risk,":[59],"which":[60,73],"are":[61,75],"family":[63],"in":[66,129],"theory":[67],"risk.":[69,143],"We":[70],"particularly":[71],"discuss":[72],"suitable":[76],"by":[77],"comparing":[78,137],"conditional":[80],"value-at-risk":[81],"(CVaR)":[82],"other":[84],"three":[85],"common":[86],"designs.":[87],"Using":[88],"scenario":[90],"approach,":[91],"derive":[93],"convex":[95],"optimization":[96],"based":[98],"on":[99],"linear":[100],"matrix":[101],"inequalities":[102],"(LMIs),":[103],"whose":[104],"solution":[105],"minimizes":[106],"risk":[108],"falling":[110],"into":[111],"poor":[112],"H\u221eperformance.":[113],"Finally,":[114],"single-output":[122],"(MISO)":[123],"auto-covariance":[131],"function":[132],"output":[135],"noise,":[136],"approaches":[138],"minimizing":[139],"different":[140],"notions":[141]},"counts_by_year":[{"year":2021,"cited_by_count":1}],"updated_date":"2026-07-29T14:22:42.915294","created_date":"2025-10-10T00:00:00"}
