Regularized robust filters for time-varying uncertain discrete-time systems

被引:29
|
作者
Subramanian, A [1 ]
Sayed, AH [1 ]
机构
[1] Univ Calif Los Angeles, Dept Elect Engn, Los Angeles, CA 90095 USA
关键词
convex optimization; least-squares; parametric uncertainty; regularization; robust filter;
D O I
10.1109/TAC.2004.829609
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 note develops robust filters for time-varying uncertain discrete-time systems. The developed filters are based on a data regularization solution and they enforce a minimum state-error variance propoerty. Simulation results confirm their superior performance over other robust filter designs.
引用
收藏
页码:970 / 976
页数:7
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