Robust Kalman filtering for discrete time-varying uncertain systems with multiplicative noises

IEEE Transactions on Automatic Control

Volumn 47, Issue 7, 2002, Pages 1179-1183

  Yang, Fuwen ^a   Wang, Zidong ^b,c   Hung, Y S ^d  

^a FUZHOU UNIVERSITY   (China)

^b Institute for Clean Growth and Future Mobility   (United Kingdom)

^c BRUNEL UNIVERSITY   (United Kingdom)

^d UNIVERSITY OF HONG KONG   (Hong Kong)

Author keywords

Additive noise; Multiplicative noise; Norm bounded uncertainty; Robust Kalman filtering; Time varying system

Indexed keywords

CONTROL SYSTEM SYNTHESIS; DIFFERENCE EQUATIONS; DISCRETE TIME CONTROL SYSTEMS; ERROR ANALYSIS; OPTIMIZATION; RANDOM PROCESSES; RICCATI EQUATIONS; ROBUSTNESS (CONTROL SYSTEMS); SPURIOUS SIGNAL NOISE; STATE ESTIMATION; TIME VARYING CONTROL SYSTEMS; UNCERTAIN SYSTEMS;

ADDITIVE NOISE; MULTIPLICATIVE NOISE; NORM-BOUNDED UNCERTAINTY;

KALMAN FILTERING;

EID: 0036647397     PISSN: 00189286     EISSN: None     Source Type: Journal    
DOI: 10.1109/TAC.2002.800668     Document Type: Article

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