Properties of a robust Kalman filter

IFAC Proceedings Volumes (IFAC-PapersOnline)

Volumn 2, Issue PART 1, 2009, Pages

  Khan, N ^a   Gu, D W ^a  

^a NONE

Author keywords

Innovation; Kalman filter; Loss of observations; Open loop process

Indexed keywords

COVARIANCE MATRIX; LINEAR SYSTEMS; RICCATI EQUATIONS; STATE ESTIMATION; COMMUNICATION; CONTROL THEORY; INTELLIGENT CONTROL; MEASUREMENT ERRORS; SENSORS; SIGNAL PROCESSING;

COMMUNICATION AND CONTROL; COMMUNICATION ERRORS; COMPREHENSIVE COMPARISONS; COMPUTATIONAL TIME; ERROR COVARIANCE MATRIX; OPEN-LOOP PROCESS; ROBUST KALMAN FILTERS; STANDARD KALMAN FILTERS; DESIGN STRUCTURE; MEASUREMENT DATA; RANDOM LOSS; ROBUST ESTIMATION; SENSOR FAULT; SENSOR READINGS;

KALMAN FILTERS;

EID: 79955729799     PISSN: 14746670     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.3182/20090921-3-TR-3005.00081     Document Type: Conference Paper

References (8)

1. Kalman, R. (1960). "A new approach to linear filtering and prediction problems". Transection of the ASME Journal of Basic Engineering, 35-45.
2. Khan, N. and Gu, D.W. (2009). "State estimation in the case of loss of observations". In ICROS-SICE International Joint Conference. ICCAS-SICE, Japan.
3. Liu, X. and Goldsmith, A. (2004). "Kalman filtering with partial observation loss". In IEEE Conference on Decision and Control, 43.
4. Micheli, M. (2001). "Random Sampling of a Continuous time stochastic dynamical system: analysis, state estimation and applications". Master's thesis, University of Calfornia, Barkeley.
5. Poubelle, M.A., Bitmead, R.R., and Micheal (1998). "Fake algebric riccati equations and stability ". IEEE Transection on Automatic Control, 33(4).
6. Schenato, L. (2005). "Kalman filtering for network control system with random delay and packet loss". In European Community Research Information Society Technologies, volume MUIR. Italy.
7. Shi, L., Epstein, M., Tiwari, A., and Murray, R.M. (2005). "Estimation with information loss: Asymptotic analysis and error bounds". In 44th IEEE Conference on Decision and Control. Seville, Spain.
8. Sinopoli, B. and Schenato, L. (2007). "Kalman filtering with intermittent observations". IEEE transections on Automatic Control, 49(9).