A Suboptimal Filter for Continuous-Discrete Linear Systems with Parametric Uncertainties

Author

Shin, Vladimir ; Kim, Du Yong ; Shevlyakov, Georgy ; Kim, Kiseon

Author_Institution

Dept. of Mechatronics, Gwangju Inst. of Sci. & Technol.

fYear

2006

fDate

14-17 Nov. 2006

Firstpage

1

Lastpage

4

Abstract

We present a novel suboptimal filter addressing estimation problems that arise in continuous-discrete linear systems with parametric uncertainties. The suboptimal state estimate is formed by summing of local Kalman estimates with weights depending only on time instants. In contrast to optimal weights, the suboptimal weights do not depend on current observations, and thus the proposed filter is of a low-complexity and it can easily be implemented in real-time. High accuracy and efficiency of the suboptimal filter is demonstrated on the damper harmonic oscillator motion

Keywords

Kalman filters; continuous systems; discrete systems; filtering theory; harmonic oscillators; linear systems; Kalman estimation; continuous-discrete linear system; damper harmonic oscillator motion; parametric uncertainty; suboptimal filter; Adaptive filters; Bayesian methods; Information filtering; Information filters; Kalman filters; Linear systems; Mechatronics; Nonlinear filters; State estimation; Uncertainty;

fLanguage

English

Publisher

ieee

Conference_Titel

TENCON 2006. 2006 IEEE Region 10 Conference

Conference_Location

Hong Kong

Print_ISBN

1-4244-0548-3

Electronic_ISBN

1-4244-0549-1

Type

conf

DOI

10.1109/TENCON.2006.343997

Filename

4142189