Design and analysis of discrete-time robust Kalman filters

Automatica

Volumn 38, Issue 6, 2002, Pages 1069-1077

  Zhu, Xing ^a   Soh, Yeng Chai ^a   Xie, Lihua ^a  

^a NANYANG TECHNOLOGICAL UNIVERSITY   (Singapore)

Author keywords

Asymptotic analysis; Kalman filtering; Robust state estimation; Uncertain discrete time systems

Indexed keywords

ASYMPTOTIC STABILITY; CONVERGENCE OF NUMERICAL METHODS; DISCRETE TIME CONTROL SYSTEMS; MATRIX ALGEBRA; OPTIMIZATION; RICCATI EQUATIONS; ROBUSTNESS (CONTROL SYSTEMS); UNCERTAIN SYSTEMS;

ROBUST QUADRATIC FILTERS;

KALMAN FILTERING;

EID: 0036604535     PISSN: 00051098     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0005-1098(01)00298-9     Document Type: Article

References (10)

1. Finite escapes and convergence properties of guaranteed-cost robust filters
2. Finite horizon robust Kalman filter design
3. Optimal guaranteed cost filtering for uncertain discrete-time linear systems
4. Robust minimum variance filtering
5. Robust discrete-time minimum-variance filtering
6. Robust filter design with time-varying parameter uncertainty and error variance constraints
7. Guaranteed cost control of uncertain discrete-time systems
8. Robust Kalman filtering for uncertain discrete-time systems
9. ∞ a priori filters