Robust Kalman Filtering for Discrete-Time Systems With Measurement Delay

Author

Lu, Xiao ; Xie, Lihua ; Zhang, Huanshui ; Wang, Wei

Author_Institution

Dalian Univ. of Technol., Dalian

Volume

54

Issue

6

fYear

2007

fDate

6/1/2007 12:00:00 AM

Firstpage

522

Lastpage

526

Abstract

This brief is concerned with robust Kalman filtering for linear discrete-time systems with both instantaneous and single delayed measurements. The norm-bounded parameter uncertainties enter into the system matrix of the state space model. A new approach through the re-organization of measurements is proposed to improve the efficiency of computation. A sufficient condition for the existence of a robust Kalman filter is derived. The performance is clearly demonstrated through analytical results and simulation experiments.

Keywords

Kalman filters; delays; discrete time filters; filtering theory; linear systems; state-space methods; uncertain systems; Kalman filtering; linear discrete-time systems; measurement delay; norm-bounded parameter uncertainties; state space model; Computational modeling; Delay systems; Filtering; Kalman filters; Nonlinear filters; Performance analysis; Robustness; State-space methods; Sufficient conditions; Uncertain systems; Discrete systems; Kalman filters; robustness; single delay;

fLanguage

English

Journal_Title

Circuits and Systems II: Express Briefs, IEEE Transactions on

Publisher

ieee

ISSN

1549-7747

Type

jour

DOI

10.1109/TCSII.2007.892223

Filename

4237369