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Robust state estimation for uncertain discrete-time stochastic systems with missing measurements

✍ Scribed by Huayong Liang; Tong Zhou

Publisher
Elsevier Science
Year
2011
Tongue
English
Weight
280 KB
Volume
47
Category
Article
ISSN
0005-1098

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✦ Synopsis

In this paper, results of robust estimation of Zhou (2010a) are extended to state estimation with missing measurements. A new procedure is derived which inherits the main properties of that of Zhou (2010a). In this extension, a covariance matrix used in the recursions is replaced by its estimate which makes its asymptotic property investigation mathematically difficult. Though introducing a monotonic function and using the so-called squeeze rule, this new robust estimator is proved to converge to a stable system. Numerical simulation results indicate that the proposed estimator may have an estimation accuracy better than the estimator of .

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