Robust finite-horizon kalman filtering for uncertain discrete-time systems

IEEE Transactions on Automatic Control

Volumn 57, Issue 6, 2012, Pages 1548-1552

  Mohamed, Shady M K ^a   Nahavandi, Saeid ^a  

^a DEAKIN UNIVERSITY   (Australia)

Author keywords

Kalman filtering; robust filtering; state estimation

Indexed keywords

DISCRETE TIME SYSTEM; ESTIMATION ERRORS; KALMAN-FILTERING; MISSING MEASUREMENTS; MODELING PARAMETERS; NOISE COVARIANCE; PARAMETER UNCERTAINTY; ROBUST FILTERING;

COVARIANCE MATRIX; DIGITAL CONTROL SYSTEMS; KALMAN FILTERS; STATE ESTIMATION; UNCERTAINTY ANALYSIS; WHITE NOISE;

DISCRETE TIME CONTROL SYSTEMS;

EID: 84861722875     PISSN: 00189286     EISSN: None     Source Type: Journal    
DOI: 10.1109/TAC.2011.2174697     Document Type: Article

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