DocumentCode
1006312
Title
Regularized robust filters for time-varying uncertain discrete-time systems
Author
Subramanian, Ananth ; Sayed, Ali H.
Author_Institution
Electr. Eng. Dept., Univ. of California, Los Angeles, CA, USA
Volume
49
Issue
6
fYear
2004
fDate
6/1/2004 12:00:00 AM
Firstpage
970
Lastpage
975
Abstract
This note develops robust filters for time-varying uncertain discrete-time systems. The developed filters are based on a data regularization solution and they enforce a minimum state-error variance property. Simulation results confirm their superior performance over other robust filter designs.
Keywords
convex programming; discrete time systems; filtering theory; least mean squares methods; robust control; state-space methods; time-varying systems; uncertain systems; minimum state-error variance property; regularized robust filters; regularized weighted recursive least square problem; state-space estimation; time-varying uncertain discrete-time systems; Boolean functions; Circuit analysis; Digital circuits; Eigenvalues and eigenfunctions; Equations; Filters; Robustness; Testing; Time varying systems; Timing; Convex optimization; least-squares; parametric uncertainty; regularization; robust filter;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/TAC.2004.829609
Filename
1304921
Link To Document