Robust Kalman filtering for continuous time-lag systems

✍ Scribed by Magdi S. Mahmoud; Nasser F. Al-Muthairi; S. Bingulac

• Publisher: Elsevier Science
• Year: 1999
• Tongue: English
• Weight: 116 KB
• Volume: 38
• Category: Article
• ISSN: 0167-6911
• DOI: 10.1016/s0167-6911(99)00068-7

✦ Synopsis

The linear continuous-time Kalman ÿlter for a class of time-lag systems with norm-bounded uncertain parameters is considered. We investigate the conditions for linear, delayless state estimator such that the estimation error covariance is guaranteed to lie within a prescribed bound for all admissible uncertainties. It is proven that a robust Kalman ÿlter algorithm can be determined in terms of two Riccati equations involving scalar parameters. The developed theory is illustrated by numerical simulation.