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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.
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IEEE Transactions on Automatic Control
ISSN: 0018-9286
Year: 2002
Issue: 7
Volume: 47
Page: 1179-1183
1 . 5 5 3
JCR@2002
6 . 2 0 0
JCR@2023
ESI Discipline: ENGINEERING;
JCR Journal Grade:1
Cited Count:
WoS CC Cited Count: 0
SCOPUS Cited Count: 250
ESI Highly Cited Papers on the List: 0 Unfold All
WanFang Cited Count:
Chinese Cited Count:
30 Days PV: 1
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