Optimal guaranteed cost filtering for un
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Ian R. Petersen; Duncan C. McFarlane
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Article
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1996
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John Wiley and Sons
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English
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This paper presents a result on the design of a steady-state robust state estimator for a class of uncertain discrete-time linear systems with normal bounded uncertainty. This result extends the steady state Kalman filter to the case in which the underlying system is uncertain. A procedure is given