Robust Kalman filter design for discrete time-delay systems

被引：12
|
作者：
Zhu, X [1 ]
Soh, YC [1 ]
Xie, LH [1 ]
机构：
[1] Nanyang Technol Univ, Sch Elect & Elect Engn, Singapore 639798, Singapore
来源：
CIRCUITS SYSTEMS AND SIGNAL PROCESSING | 2002年 / 21卷 / 03期
关键词：
uncertain discrete-time systems; time-delay systems; robust state estimation; Kalman filtering;
D O I：
10.1007/s00034-004-7047-8
中图分类号：
TM [电工技术]; TN [电子技术、通信技术];
学科分类号：
0808 ; 0809 ;
摘要：
The problem of finite- and infinite-horizon robust Kalman filtering for uncertain discrete-time systems with state delay is addressed in this paper. The system under consideration is subject to time-varying norm-bounded parameter uncertainty in both the state and output matrices. We develop a new methodology for designing a linear filter such that the error variance of the filter is guaranteed to be within a certain upper bound for any allowed uncertainty and time delay. The solution is given in terms of two Riccati equations. Multiple time-delay systems are also investigated.
引用
收藏
页码：319 / 335
页数：17
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