Optimal guaranteed cost filtering for uncertain discrete-time linear systems

被引：0

作者：

Petersen, IR ^{[1
]}

McFarlane, DC ^{[1
]}

机构：

[1] UNIV CAMBRIDGE,DEPT ENGN,MFG ENGN GRP,CAMBRIDGE CB2 1RX,ENGLAND

来源：

INTERNATIONAL JOURNAL OF ROBUST AND NONLINEAR CONTROL | 1996年 / 6卷 / 04期

关键词：

uncertain systems; robust state estimation; Kalman filtering; discrete-time systems;

D O I：

10.1002/(SICI)1099-1239(199605)6:4<267::AID-RNC232>3.0.CO;2-3

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

This paper presents a result on the design of a steady-state robust state estimator for a class of uncertain discrete-time linear systems with normal bounded uncertainty. This result extends the steady state Kalman filter to the case in which the underlying system is uncertain. A procedure is given for the construction of a state estimator which minimizes a bound on the state error covariance. It is shown that this leads to a state estimator which is optimal with respect to a notion of quadratic guaranteed cost state estimation.

引用

页码：267 / 280

页数：14

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