Performance robustness analysis of kalman filter for linear discrete-time systems under plant and noise uncertainty

International Journal of Systems Science

Volumn 26, Issue 2, 1995, Pages 257-275

  Zhang, X F ^a   Heemink, A W ^a   Van Eijkeren, J C H ^b  

^a DELFT UNIVERSITY OF TECHNOLOGY   (Netherlands)

^b NATIONAL INSTITUTE FOR PUBLIC HEALTH AND THE ENVIRONMENT   (Netherlands)

Author keywords

[No Author keywords available]

Indexed keywords

BANDPASS FILTERS; DIGITAL CONTROL SYSTEMS; KALMAN FILTERS; UNCERTAINTY ANALYSIS; DISCRETE TIME CONTROL SYSTEMS; ERRORS; LINEAR CONTROL SYSTEMS; MATHEMATICAL MODELS; PERFORMANCE; ROBUSTNESS (CONTROL SYSTEMS); STATISTICAL METHODS;

ESTIMATION ERRORS; LINEAR DISCRETE-TIME SYSTEMS; MEAN SQUARE; NOISE UNCERTAINTIES; PERFORMANCE ROBUSTNESS; PLANT UNCERTAINTY; UPPER AND LOWER BOUNDS;

DISCRETE TIME CONTROL SYSTEMS; KALMAN FILTERING;

LINEAR DISCRETE TIME SYSTEMS; PERFORMANCE ROBUSTNESS ANALYSIS; PREDICTION TYPE KALMAN FILTER; STATISTICAL MODELING ERRORS; UNCERTAINTY;

EID: 0029250458     PISSN: 00207721     EISSN: 14645319     Source Type: Journal    
DOI: 10.1080/00207729508929035     Document Type: Article

References (15)

1. Brown, R. J., and Sage, A. P., 1971, Analysis of modeling and bias error in discrete-time state estimation. IEEE Transactions on Aerospace and Electronic Systems, 7, 340-354.
2. Desoer, C. A., and Vidyasagar, M., 1975, Feedback System: Input-Output Properties(New York: Academic Press).
3. Fagin, S. L., 1964, Recursive linear regression theory, optimal filtering theory, and error analyses of optimal system. IEEE International Convention Record(New York: IEEE), pp. 216-240.
4. Grifein, R. E., and Sage, A. P., 1969, Sensitivity analysis of discrete filtering and smoothing algorithms. AIAA Journal, 7, 1890-1897.
5. Heffes, H., 1966, The effect of erroneous models on the Kalman filter response. IEEE Transactions on Automatic Control, 11, 541-543.
6. Jazwinski, A. H., 1970, Stochastic Processes and Filtering Theory(New York: Academic Press).
7. Kleinman, D. L., and Athans, M., 1968, The design of suboptimal linear time-varying systems. IEEE Transactions on Automatic Control, 13, 150-159.
8. Koussoulas, K. T., and Leondes, C. T., 1986, On the sensitivity of a discrete-time Kalman filter to plant dynamics modeling errors. International Journal ofSystems Science, 17, 937-941.
9. Lainiotis, D. G., and Slims, F. L., 1970, Sentivity analysis of discrete Kalman filters. International Journal of Control, 12, 657-669.
10. Neal, S. R., 1967, Linear estimation in the presence of errors in assumed plant dynamics. IEEE Transactions on Automatic Control, 12, 592-594.
11. Nishimura, T., 1966, On the a prioriinformation in sequential estimation problems. IEEE Transactions on Automatic Control, 11, 197-204;
12. Nishimura, T., 1967, IEEE Transactions on Automatic Control, 12, 123;
13. Nishimura, T., 1970, Modeling errors in Kalman filters. Theory and Applications of Kalman filtering, edited by C. T. Leondes. AGARDograph 139, Neuilly-sur-Seine, pp. 89-103.
14. Sangsuk-Iam, S., 1990, Analysis of discrete-time kalman filtering under incorrect noise covariance. IEEE Transactions on Automatic Control, 35, 1304-1309.
15. Toda, M., and Patel, R. V., 1980, Bounds on estimation errors of discrete-time filter under modeling uncertainty. IEEE Transactions on Automatic Control, 25, 1115-1121.