Robust Kalman-Bucy Filter

被引：14
|
作者：
George, Jemin [1 ]
机构：
[1] USA, Res Lab, Adelphi, MD 20783 USA
来源：
IEEE TRANSACTIONS ON AUTOMATIC CONTROL | 2013年 / 58卷 / 01期
关键词：
H-infinity filtering; Kalman-Bucy filter; STATE ESTIMATION; UNCERTAIN SYSTEMS; H-INFINITY;
D O I：
10.1109/TAC.2012.2203052
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
Development of a robust estimator for uncertain stochastic systems under persistent excitation is presented. The given continuous-time stochastic formulation assumes norm bounded parametric uncertainties and excitations. When there are no system uncertainties, the performance of the proposed robust estimator is similar to that of the Kalman-Bucy filter and the proposed approach asymptotically recovers the desired optimal performance in the presence of uncertainties and or persistent excitation.
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页码：174 / 180
页数：8
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