The paper considers a model validation problem for a class of uncertain systems in which the uncertainty is described by an integral quadratic constraint and the uncertain system has zero initial condition. The problem is solved by applying methods from linear quadratic optimal control with a fixed endpoint. This leads to a method for model validation which is based around a robust Kalman filter structure. The paper also yields a result on robust set-valued state estimation for uncertain systems in which the initial condition is known to be zero. © 2008 Elsevier B.V. All rights reserved.
Petersen, I. R. (2002). Model validation for IQC uncertain systems with fixed initial conditions. In IFAC Proceedings Volumes (IFAC-PapersOnline) (Vol. 15, pp. 43–48). IFAC Secretariat. https://doi.org/10.1016/j.sysconle.2008.03.013