Title :
Robust Kalman filter design for hybrid systems with norm-bounded unknown nonlinearities
Author :
Shi, Peng ; Karan, Mehmet ; Kaya, Yalcin
Author_Institution :
Sch. of Math., Univ. of South Austrlia, Salisbury, SA, Australia
Abstract :
Considers the filtering problem for a class of linear hybrid systems with nonlinear uncertainties and Markovian jump parameters. The unknown nonlinearities in the system are time-varying and norm-bounded. First, we show the equivalence of the norm bounded linear and nonlinear uncertainty sets. Then, instead of the original hybrid linear system with nonlinear uncertainties, we consider the same system with linear uncertainties. By using a Riccati equation approach for this new system, a robust filter is designed using two sets of coupled Riccati-like equations such that the estimation error is guaranteed to have an upper bound
Keywords :
Kalman filters; Markov processes; Riccati equations; filtering theory; linear systems; nonlinear systems; state estimation; time-varying systems; uncertain systems; Markovian jump parameters; coupled Riccati-like equations; estimation error; filtering problem; hybrid systems; linear uncertainties; nonlinear uncertainties; norm-bounded unknown nonlinearities; robust Kalman filter; Estimation error; Filtering; Linear systems; Nonlinear equations; Nonlinear filters; Riccati equations; Robustness; Time varying systems; Uncertainty; Upper bound;
Conference_Titel :
Decision and Control, 2000. Proceedings of the 39th IEEE Conference on
Conference_Location :
Sydney, NSW
Print_ISBN :
0-7803-6638-7
DOI :
10.1109/CDC.2000.912088
