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|Type:||Artigo de periódico|
|Title:||Robust Kalman filtering for uncertain discrete-time linear systems|
|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.|
discrete Riccati equation
|Editor:||John Wiley & Sons Ltd|
|Appears in Collections:||Unicamp - Artigos e Outros Documentos|
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