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Article: Robust Kalman filtering for discrete time-varying uncertain systems with multiplicative noises
Title | Robust Kalman filtering for discrete time-varying uncertain systems with multiplicative noises |
---|---|
Authors | |
Keywords | Additive noise Multiplicative noise Norm-bounded uncertainty Robust Kalman filtering Time-varying system |
Issue Date | 2002 |
Publisher | IEEE. |
Citation | Ieee Transactions On Automatic Control, 2002, v. 47 n. 7, p. 1179-1183 How to Cite? |
Abstract | In this note, a robust finite-horizon Kalman filter is designed for discrete time-varying uncertain systems with both additive and multiplicative noises. The system under consideration is subject to both deterministic and stochastic uncertainties. Sufficient conditions for the filter to guarantee an optimized upper bound on the state estimation error variance for admissible uncertainties are established in terms of two discrete Riccati difference equations. A numerical example is given to show the applicability of the presented method. |
Persistent Identifier | http://hdl.handle.net/10722/42890 |
ISSN | 2023 Impact Factor: 6.2 2023 SCImago Journal Rankings: 4.501 |
ISI Accession Number ID | |
References |
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Yang, F | en_HK |
dc.contributor.author | Wang, Z | en_HK |
dc.contributor.author | Hung, YS | en_HK |
dc.date.accessioned | 2007-03-23T04:34:08Z | - |
dc.date.available | 2007-03-23T04:34:08Z | - |
dc.date.issued | 2002 | en_HK |
dc.identifier.citation | Ieee Transactions On Automatic Control, 2002, v. 47 n. 7, p. 1179-1183 | en_HK |
dc.identifier.issn | 0018-9286 | en_HK |
dc.identifier.uri | http://hdl.handle.net/10722/42890 | - |
dc.description.abstract | In this note, a robust finite-horizon Kalman filter is designed for discrete time-varying uncertain systems with both additive and multiplicative noises. The system under consideration is subject to both deterministic and stochastic uncertainties. Sufficient conditions for the filter to guarantee an optimized upper bound on the state estimation error variance for admissible uncertainties are established in terms of two discrete Riccati difference equations. A numerical example is given to show the applicability of the presented method. | en_HK |
dc.format.extent | 265037 bytes | - |
dc.format.extent | 100664 bytes | - |
dc.format.mimetype | application/pdf | - |
dc.format.mimetype | application/pdf | - |
dc.language | eng | en_HK |
dc.publisher | IEEE. | en_HK |
dc.relation.ispartof | IEEE Transactions on Automatic Control | en_HK |
dc.rights | ©2002 IEEE. Personal use of this material is permitted. However, permission to reprint/republish this material for advertising or promotional purposes or for creating new collective works for resale or redistribution to servers or lists, or to reuse any copyrighted component of this work in other works must be obtained from the IEEE. | - |
dc.subject | Additive noise | en_HK |
dc.subject | Multiplicative noise | en_HK |
dc.subject | Norm-bounded uncertainty | en_HK |
dc.subject | Robust Kalman filtering | en_HK |
dc.subject | Time-varying system | en_HK |
dc.title | Robust Kalman filtering for discrete time-varying uncertain systems with multiplicative noises | en_HK |
dc.type | Article | en_HK |
dc.identifier.openurl | http://library.hku.hk:4550/resserv?sid=HKU:IR&issn=0018-9286&volume=47&issue=7&spage=1179&epage=1183&date=2002&atitle=Robust+Kalman+filtering+for+discrete+time-varying+uncertain+systems+with+multiplicative+noises | en_HK |
dc.identifier.email | Hung, YS:yshung@eee.hku.hk | en_HK |
dc.identifier.authority | Hung, YS=rp00220 | en_HK |
dc.description.nature | published_or_final_version | en_HK |
dc.identifier.doi | 10.1109/TAC.2002.800668 | en_HK |
dc.identifier.scopus | eid_2-s2.0-0036647397 | en_HK |
dc.identifier.hkuros | 70026 | - |
dc.relation.references | http://www.scopus.com/mlt/select.url?eid=2-s2.0-0036647397&selection=ref&src=s&origin=recordpage | en_HK |
dc.identifier.volume | 47 | en_HK |
dc.identifier.issue | 7 | en_HK |
dc.identifier.spage | 1179 | en_HK |
dc.identifier.epage | 1183 | en_HK |
dc.identifier.isi | WOS:000176746700021 | - |
dc.publisher.place | United States | en_HK |
dc.identifier.scopusauthorid | Yang, F=7403450080 | en_HK |
dc.identifier.scopusauthorid | Wang, Z=8229255200 | en_HK |
dc.identifier.scopusauthorid | Hung, YS=8091656200 | en_HK |
dc.identifier.citeulike | 10914245 | - |
dc.identifier.issnl | 0018-9286 | - |