• DocumentCode
    2102160
  • Title

    Robust L2 filtering: the discrete-time case

  • Author

    Xie, Lihua ; Soh, Yeng C. ; de Souza, Carlos E.

  • Author_Institution
    Sch. of Electr. & Electron. Eng., Nanyang Technol. Inst., Singapore
  • fYear
    1993
  • fDate
    15-17 Dec 1993
  • Firstpage
    1250
  • Abstract
    This paper is concerned with the problem of a Kalman filter design for uncertain discrete-time systems. The system under consideration is subjected to time-varying norm-bounded parameter uncertainty in both the state and output matrices. The problem addressed is the design of a linear filter with a guaranteed estimation error variance irrespective of the uncertainties
  • Keywords
    Kalman filters; discrete time systems; filtering and prediction theory; matrix algebra; Kalman filter; estimation error variance; linear filter design; output matrices; robust L2 filtering; state matrix; time-varying norm-bounded parameter uncertainty; uncertain discrete-time systems; Computer aided software engineering; Estimation error; Filtering; Kalman filters; Noise measurement; Nonlinear filters; Robustness; Symmetric matrices; Uncertain systems; Uncertainty;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Decision and Control, 1993., Proceedings of the 32nd IEEE Conference on
  • Conference_Location
    San Antonio, TX
  • Print_ISBN
    0-7803-1298-8
  • Type

    conf

  • DOI
    10.1109/CDC.1993.325385
  • Filename
    325385
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=2102160