A Discrete-time Robust Extended Kalman Filter

被引：5
|
作者：
Kallapur, Abhijit [1 ]
Petersen, Ian [2 ]
Anavatti, Sreenatha [1 ]
机构：
[1] Univ New South Wales, Australian Def Force Acad, Sch Aerosp Civil & Mech Engn, Canberra, ACT 2600, Australia
[2] Univ New South Wales, Sch Informat Technol & Elect Engn, Def Force Acad, Canberra, ACT 2600, Australia
来源：
2009 AMERICAN CONTROL CONFERENCE, VOLS 1-9 | 2009年
关键词：
INTEGRAL QUADRATIC CONSTRAINT; RECURSIVE STATE ESTIMATION; UNCERTAIN SYSTEMS; MODEL VALIDATION; VARYING SYSTEMS; NOISES;
D O I：
10.1109/ACC.2009.5160057
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
A discrete-time robust extended Kalman filter (REKF) formulation for uncertain systems expressed in terms of a set-valued state estimator is described in this paper. The robust filter and Riccati equations are derived as an approximate solution to a reverse-time optimal control problem defining this set-valued state estimator. As presented, the uncertainties are modeled by a sum quadratic constraint (SQC) that takes into account both modeling uncertainties as well as uncertainties introduced from exogenous noise sources.
引用
收藏
页码：3819 / +
页数：2
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