Robust Kalman filtering for delay-dependent interval systems

被引：4
|
作者：
Tsai, JSH [1 ]
Lu, CY
Su, TJ
机构：
[1] Natl Cheng Kung Univ, Dept Elect Engn, Tainan 701, Taiwan
[2] Natl Kaohsiung Univ Appl Sci, Dept Elect Engn, Kaohsiung 807, Taiwan
来源：
INTERNATIONAL JOURNAL OF GENERAL SYSTEMS | 2004年 / 33卷 / 04期
关键词：
Kalman filtering; linear matrix inequality; interval systems; time delay;
D O I：
10.1080/03081070410001679733
中图分类号：
TP301 [理论、方法];
学科分类号：
081202 ;
摘要：
In this paper, we study the problem of Kalman filtering for a class of linear continuous-time interval systems with delay-dependent conditions. By employing a Lyapunov-Krasovskii functional approach, it is proven that the dynamics of the estimation error is stochastically exponential stable in the mean square. Sufficient conditions are proposed to guarantee the existence of the desired robust Kalman filters by solving linear matrix inequality which is delay dependent. A numerical example is worked out to illustrate the validity of the theoretical results.
引用
收藏
页码：431 / 442
页数：12
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