Robust Kalman filter design for discrete-time systems with Markovian jumping parameters

被引：0

作者：

Lee, CM ^{[1
]}

Fong, IK ^{[1
]}

机构：

[1] Natl Taiwan Univ, Taipei 10617, Taiwan

来源：

SICE 2003 ANNUAL CONFERENCE, VOLS 1-3 | 2003年

关键词：

Markovian; Kalman filter; algebraic Riccati equations; LMI;

D O I：

暂无

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

In this paper, the robust Kalman filtering problem for uncertain discrete-time linear systems with Markovian jumping parameters is addressed. It is assumed that the information about the jumping parameters is available, and the uncertainties are formulated by linear fractional transformation. We propose two methods for designing Markovian jumping filters so that the covariance of estimation error is bounded above. The main results are presented via a set of algebraic Riccati equations and a set of linear matrix inequalities.

引用

页码：1110 / 1115

页数：6

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