Set-valued robust Kalman filtering for a class of uncertain time-delay systems

Author

Phat, Vu N. ; Savkin, Andrey V.

Author_Institution

Sch. of Electr. Eng. & Telecommun., New South Wales Univ., Sydney, NSW, Australia

Volume

3

fYear

2002

fDate

10-13 Dec. 2002

Firstpage

3040

Abstract

The problem of set-valued robust Kalman filtering for uncertain time-varying systems with state delay is studied. In this paper, the robust state estimation problem involved constructing the set of all possible states at the current time consistent with given output measurements and the integral quadratic constraint is solved by solving a Riccati ordinary differential equation and a pair of partial differential equations.

Keywords

Kalman filters; Riccati equations; estimation theory; optimal control; partial differential equations; state estimation; time-varying systems; uncertain systems; Riccati ordinary differential equation; integral quadratic constraint; partial differential equations; robust state estimation problem; set-valued robust Kalman filtering; state delay; uncertain time-delay systems; uncertain time-varying systems; Current measurement; Delay systems; Filtering; Integral equations; Kalman filters; Riccati equations; Robustness; State estimation; Time measurement; Time varying systems;

fLanguage

English

Publisher

ieee

Conference_Titel

Decision and Control, 2002, Proceedings of the 41st IEEE Conference on

ISSN

0191-2216

Print_ISBN

0-7803-7516-5

Type

conf

DOI

10.1109/CDC.2002.1184322

Filename

1184322