메뉴 건너뛰기




Volumn 70, Issue 1, 1998, Pages 71-84

Kalman filtering with mixed discrete-continuous observations

Author keywords

[No Author keywords available]

Indexed keywords

CONTROL SYSTEM ANALYSIS; CONVERGENCE OF NUMERICAL METHODS; DISCRETE TIME CONTROL SYSTEMS; MATRIX ALGEBRA; OBSERVABILITY; OPTIMAL CONTROL SYSTEMS; RICCATI EQUATIONS; SYSTEM STABILITY;

EID: 0032073498     PISSN: 00207179     EISSN: 13665820     Source Type: Journal    
DOI: 10.1080/002071798222460     Document Type: Article
Times cited : (9)

References (15)
  • 1
    • 0019397561 scopus 로고
    • Detectability and stabilizability of time-varying discrete-time linear systems
    • Anderson, B. D. O., and Moore, J. B., 1981, Detectability and stabilizability of time-varying discrete-time linear systems. SIAM J. Control and Optimization, 19, (1), 20-32.
    • (1981) SIAM J. Control and Optimization , vol.19 , Issue.1 , pp. 20-32
    • Anderson, B.D.O.1    Moore, J.B.2
  • 2
    • 0002649369 scopus 로고
    • Deterministic and stochastic linear periodic systems
    • (editor), Berlin: Springer-Verlag
    • Bittanti, S., (editor), 1986, Deterministic and stochastic linear periodic systems. In: Time Series and Linear Systems (Berlin: Springer-Verlag).
    • (1986) Time Series and Linear Systems
    • Bittanti, S.1
  • 3
    • 0024054706 scopus 로고
    • The difference periodic Riccati equation for the periodic prediction problem
    • 1990, The periodic Riccati equation. In: The Riccati equation. Edited by A. J. Laub, J. C., Willems and S. Bittanti. (Berlin: Springer-Verlag) pp. 127-162
    • Bittanti, S., Colaneri, P., and De Nicolao, G., 1988, The difference periodic Riccati equation for the periodic prediction problem. IEEE Trans. Automat. Contr., AC-33, 706-712; 1990, The periodic Riccati equation. In: The Riccati equation. Edited by A. J. Laub, J. C., Willems and S. Bittanti. (Berlin: Springer-Verlag) pp. 127-162.
    • (1988) IEEE Trans. Automat. Contr , vol.AC-33 , pp. 706-712
    • Bittanti, S.1    Colaneri, P.2    De Nicolao, G.3
  • 4
    • 0021372278 scopus 로고
    • Convergence properties of the Riccati difference equation in optimal filtering of nonstabilizable systems
    • Chan, S. W., Goodwin, G. C., and Sin, K. S., 1984, Convergence properties of the Riccati difference equation in optimal filtering of nonstabilizable systems. IEEE Trans. Automat. Control, AC-29, 110-118.
    • (1984) IEEE Trans. Automat. Control , vol.AC-29 , pp. 110-118
    • Chan, S.W.1    Goodwin, G.C.2    Sin, K.S.3
  • 5
    • 0028495388 scopus 로고
    • Cyclomonotonicity, Riccati equations and periodic receding horizon control
    • De Nicolao, G., 1994, Cyclomonotonicity, Riccati equations and periodic receding horizon control. Automatica, 30, (9), 1375-1388.
    • (1994) Automatica , vol.30 , Issue.9 , pp. 1375-1388
    • De Nicolao, G.1
  • 6
    • 0031108645 scopus 로고    scopus 로고
    • On the use of reachability gramians for the stabilization of linear periodic systems
    • De Nicolao, G., and Strada, S., 1997, On the use of reachability gramians for the stabilization of linear periodic systems. Automatica, 33, 729-732.
    • (1997) Automatica , vol.33 , pp. 729-732
    • De Nicolao, G.1    Strada, S.2
  • 7
    • 0022785609 scopus 로고
    • Riccati equations in optimal filtering of nonstabilizable systems having singular state transition matrix
    • De Souza, C. E., Gevers, M. R., and Goodwin, G. C., 1986, Riccati equations in optimal filtering of nonstabilizable systems having singular state transition matrix. IEEE Trans. Automat. Contr., AC-31, 831-838.
    • (1986) IEEE Trans. Automat. Contr , vol.AC-31 , pp. 831-838
    • De Souza, C.E.1    Gevers, M.R.2    Goodwin, G.C.3
  • 8
    • 0019068417 scopus 로고
    • Steady-state behaviour of Kalman filter with discrete-and continuoustime observations
    • Friedland, B., 1980, Steady-state behaviour of Kalman filter with discrete-and continuoustime observations. IEEE Trans. Automat. Contr., AC-25, 988-922.
    • (1980) IEEE Trans. Automat. Contr , vol.AC-2 , pp. 988-922
    • Friedland, B.1
  • 9
    • 0017241313 scopus 로고
    • Continuous-time optimal control theory for cost functionals including discrete state penalty terms
    • Geering, H. P., 1976, Continuous-time optimal control theory for cost functionals including discrete state penalty terms. IEEE Trans. Automat. Contr., AC-21, 866-869.
    • (1976) IEEE Trans. Automat. Contr , vol.AC-21 , pp. 869
    • Geering, H.P.1
  • 10
    • 0024073207 scopus 로고
    • Periodic solutions of Riccati equations applied to multirate sampling
    • Lennartson, B., 1988, Periodic solutions of Riccati equations applied to multirate sampling Int. J. Contr., 48, 1025-1042.
    • (1988) Int. J. Contr , vol.48 , pp. 1025-1042
    • Lennartson, B.1
  • 11
    • 0028738699 scopus 로고
    • Mixed continuous-time and multirate sampled-data H∞ control
    • 1995, Mixed continuous-time and multirate sampled-data H» control applied to a packedbad distillation column. Proc. 3rd Europ. Contr. Rome, Italy. pp. 601-606
    • LindgArde, O., and Lennartson, B., 1994, Mixed continuous-time and multirate sampled-data H∞ control. Proc. 33rd Conf. Decision and Control. pp. 712-713; 1995, Mixed continuous-time and multirate sampled-data H» control applied to a packedbad distillation column. Proc. 3rd Europ. Contr. Rome, Italy. pp. 601-606.
    • (1994) Proc. 33Rd Conf. Decision and Control , pp. 712-713
    • Lindgarde, O.1    Lennartson, B.2
  • 12
    • 3342887842 scopus 로고
    • Gaussian martingales and an extension of the Kalman-Bucy filter
    • Lipster, R. S., 1975, Gaussian martingales and an extension of the Kalman-Bucy filter. Prob. Theory Appl., 20, 292-307.
    • (1975) Prob. Theory Appl , vol.20 , pp. 292-307
    • Lipster, R.S.1
  • 13
    • 0026204004 scopus 로고
    • Multiple shooting algorithms for jump-discontinuous problems in optimal control and estimation
    • Mook, D. J., and Lew, J. S., 1991, Multiple shooting algorithms for jump-discontinuous problems in optimal control and estimation. IEEE Trans. Automat. Contr., AC-36, 979-983.
    • (1991) IEEE Trans. Automat. Contr , vol.AC-36 , pp. 9-983
    • Mook, D.J.1    Lew, J.S.2
  • 14
    • 3342979629 scopus 로고
    • Filtering of finite-dimensional and infinite-dimensional diffusion processes on the basis of discrete-continuous observations
    • Orlov, Y. V., 1989, Filtering of finite-dimensional and infinite-dimensional diffusion processes on the basis of discrete-continuous observations. Sov. Phys. Dokl. (English transl), 34, 194-196.
    • (1989) Sov. Phys. Dokl. (English Transl) , vol.34 , pp. 194-196
    • Orlov, Y.V.1
  • 15
    • 0029376326 scopus 로고
    • On minmax filtering over discrete-continuous observations
    • Orlov, Y. V., and Basin, M. V., 1995, On minmax filtering over discrete-continuous observations. IEEE Trans. Automat. Contr., AC-40, 1623-1626.
    • (1995) IEEE Trans. Automat. Contr , vol.AC-40 , pp. 1623-1626
    • Orlov, Y.V.1    Basin, M.V.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.