DocumentCode :
2628613
Title :
Robust filtering for linear discrete-time systems with parametric uncertainties: a Krein space estimation approach
Author :
Lee, Tea Hoon ; Ra, Won Sang ; Yoon, Tae Sung ; Park, Jin Bae ; Jung, Soo Yul ; Seo, Joong Eon
Author_Institution :
Storage & Solution Lab., Samsung Electron., Suwon, South Korea
Volume :
2
fYear :
2003
fDate :
9-12 Dec. 2003
Firstpage :
1285
Abstract :
A new unified robust filtering algorithm is proposed for discrete-time linear systems with uncertainties described by sum quadratic constraints. The proposed method extends the existing Krein space estimation theory to robust filtering problem. It is shown that the robust filtering problem can be cast into the minimization problem of an indefinite quadratic form. By interpreting the uncertainties as another noise sources, the Krein space approach converts the minimization problem into the generalization of the Krein space Kalman filtering problem with an additional condition. This approach can be applied to H2 (Kalman) filtering problem and to H filtering problem as well. Moreover, the resulting robust filters have the similar recursive structures to various forms of the conventional Kalman filter, which makes the filters easy to design. Numerical examples verify the performances and the robustness of the proposed filters.
Keywords :
Kalman filters; discrete time systems; filtering theory; linear systems; minimisation; state estimation; uncertain systems; H filtering; Kalman filtering; Krein space estimation approach; linear discrete-time systems; minimization problem; parametric uncertainties; robust filtering; Degradation; Estimation theory; Filtering algorithms; Filtering theory; Kalman filters; Linear systems; Noise robustness; Nonlinear filters; Riccati equations; Uncertainty;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
Decision and Control, 2003. Proceedings. 42nd IEEE Conference on
ISSN :
0191-2216
Print_ISBN :
0-7803-7924-1
Type :
conf
DOI :
10.1109/CDC.2003.1272786
Filename :
1272786
Link To Document :
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