Finite-horizon robust Kalman filtering for uncertain discrete time-varying systems with uncertain-covariance white noises

IEEE Signal Processing Letters

Volumn 13, Issue 8, 2006, Pages 493-496

  Dong, Zhe ^a   You, Zheng ^a  

^a TSINGHUA UNIVERSITY   (China)

Author keywords

Discrete time system; Kalman filtering; Robust filtering

Indexed keywords

DISCRETE TIME CONTROL SYSTEMS; ESTIMATION; MATRIX ALGEBRA; OPTIMIZATION; UNCERTAIN SYSTEMS; WHITE NOISE;

COVARIANCE WHITE NOISES; FINITE-HORIZON FILTERING; ROBUST FILTERING; UNCERTAIN WHITE NOISES;

KALMAN FILTERING;

EID: 33746376283     PISSN: 10709908     EISSN: None     Source Type: Journal    
DOI: 10.1109/LSP.2006.873148     Document Type: Article

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