Effects of modeling errors on the stability and innovations moments of Kalman filters

ICCON 1989 - IEEE International Conference on Control and Applications, Proceedings

Volumn , Issue , 1989, Pages 643-644

  Roth, Zvi S ^a   Xu, Hua ^a  

^a FLORIDA ATLANTIC UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

CONTINUOUS TIME SYSTEMS; ERRORS; KALMAN FILTERS; STABILITY CRITERIA;

BOUNDED CONTROLS; DYNAMIC PARAMETERS; FAILURE DETECTION; FILTER STABILITY; INNOVATIONS PROCESS; NOISE COVARIANCE; PRACTICAL GUIDELINES; PROCESS INSTABILITIES;

PROCESS CONTROL;

EID: 78651531683     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/ICCON.1989.770597     Document Type: Conference Paper

References (6)

1. K. T. Koussoulas and C. T. Leondes, "On the sensiliviiy of a discrete-time Kalman filler to plant dynamics) modelling errors." Int. J. Syst. Sci., Vol. 17, pp. 937-941. June 1986.
2. T. Nishimura, "Modeling errors in Kalman filters, " in Theory and Application of Kalman Filtering, C, T. L.eondet., Ed., AGARDograph 139, pp. 89-103, 1970
3. R. J. KiUgerald, "Divergence of the Kalman filler, " IEEE Trans. Automat. Contr.. Vol. AC-16, pp. 736 747, December 1971.
4. K. K. Mehra and J. Peschon, "An innovations approach o fault detection and diagnosis in dynamic systems, " Aulomatica. Vol 7, pp. 637-640, 1971.
5. Hua Xu, "Modeling Errors in Kalman Filters M. S. Thesis, Florida Atlantic University, April 1988.
6. S. Sangsuk-Iam and T. E. Bullock, "Behavior of the discrete-time Kalman filter under incorrect noise covariances, " Proceedings of the 26th Conf. on Decision and Control, pp. 1594 1600, December 1987.