Robustness of a Kalman filter against uncertainties of noise covariances

Proceedings of the American Control Conference

Volumn 4, Issue , 1998, Pages 2344-2348

  Sasa, Shuichi ^a  

^a JAPAN AEROSPACE EXPLORATION AGENCY   (Japan)

Author keywords

[No Author keywords available]

Indexed keywords

COVARIANCE MATRICES; NOISE CONDITIONS; NOISE COVARIANCE; NOMINAL VALUES; OBSERVATION NOISE; POLE PLACEMENT TECHNIQUE; PROCESS NOISE;

COVARIANCE MATRIX; KALMAN FILTERS;

ROBUSTNESS (CONTROL SYSTEMS);

EID: 10444240873     PISSN: 07431619     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/ACC.1998.703050     Document Type: Conference Paper

References (8)

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4. A.P. Sage, J.L. Melsa: Estimation Theory with application to Communication and Control, 377/412 McGraw-Hill Book Company (1971)
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6. ∞-Minimum Error State Estimation of Linear Stationary Processes, IEEE Trans., AC-35-5, 554/558 (1990)
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8. B.P. Molinari: The Stable Regulator Problem and its Inverse, IEEE Trans., AC-18-5, 454/459 (1973)