Title :
Robust L2 filtering: the discrete-time case
Author :
Xie, Lihua ; Soh, Yeng C. ; de Souza, Carlos E.
Author_Institution :
Sch. of Electr. & Electron. Eng., Nanyang Technol. Inst., Singapore
Abstract :
This paper is concerned with the problem of a Kalman filter design for uncertain discrete-time systems. The system under consideration is subjected to time-varying norm-bounded parameter uncertainty in both the state and output matrices. The problem addressed is the design of a linear filter with a guaranteed estimation error variance irrespective of the uncertainties
Keywords :
Kalman filters; discrete time systems; filtering and prediction theory; matrix algebra; Kalman filter; estimation error variance; linear filter design; output matrices; robust L2 filtering; state matrix; time-varying norm-bounded parameter uncertainty; uncertain discrete-time systems; Computer aided software engineering; Estimation error; Filtering; Kalman filters; Noise measurement; Nonlinear filters; Robustness; Symmetric matrices; Uncertain systems; Uncertainty;
Conference_Titel :
Decision and Control, 1993., Proceedings of the 32nd IEEE Conference on
Conference_Location :
San Antonio, TX
Print_ISBN :
0-7803-1298-8
DOI :
10.1109/CDC.1993.325385
