Please use this identifier to cite or link to this item:
Type: Artigo de periódico
Title: Robust Kalman filtering for uncertain discrete-time linear systems
Author: Garcia, G
Tarbouriech, S
Peres, PLD
Abstract: This paper presents a steady-state robust state estimator for a class of uncertain discrete-time linear systems with norm-bounded uncertainty. It is shown that if the system satisfies some particular structural conditions and if the uncertainty has a specific structure, the gain of the robust estimator (which assures a guaranteed cost) can be calculated using a formula only involving the original system matrices. Among the conditions the system has to satisfy, the strongest one relies on a minimum phase argument. It is also shown that under the assumptions considered, the robust estimator is in fact the Kalman filter for the nominal system. Copyright (C) 2003 John Wiley Sons, Ltd.
Subject: Kalman filtering
discrete-time systems
norm-bounded uncertainty
discrete Riccati equation
Country: Inglaterra
Editor: John Wiley & Sons Ltd
Citation: International Journal Of Robust And Nonlinear Control. John Wiley & Sons Ltd, v. 13, n. 13, n. 1225, n. 1238, 2003.
Rights: fechado
Identifier DOI: 10.1002/rnc.838
Date Issue: 2003
Appears in Collections:Unicamp - Artigos e Outros Documentos

Files in This Item:
File Description SizeFormat 
WOS000186752200004.pdf149.99 kBAdobe PDFView/Open

Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.