Robust deterministic filtering for linear uncertain time-varying systems

Author

Osorio-Cordero, Antonio ; Poznyak, Alexander S. ; Taksar, Michael

Author_Institution

Seccion de Control Automatico, CINVESTAV-IPN, Mexico City, Mexico

Volume

4

fYear

1997

fDate

4-6 Jun 1997

Firstpage

2526

Abstract

The problem tackled is the filtering of the states of a time-varying uncertain linear system with deterministic disturbances of limited power. The resulting filter has the structure of that of Kalman. Its gain turns to be a function of some free parameters and of the solution of two Riccati equations constructed artificially that result in a process that employs a Lyapunov function to assure a uniform finite upper bound of the squared L-2 norm of the estimation error

Keywords

Lyapunov methods; Riccati equations; filtering theory; linear systems; state estimation; time-varying systems; uncertain systems; Lyapunov function; Riccati equations; deterministic disturbances; estimation error; linear uncertain time-varying systems; robust deterministic filtering; squared L-2 norm; uniform finite upper bound; Filtering; Kalman filters; Linear systems; Lyapunov method; Nonlinear filters; Power filters; Riccati equations; Robustness; Time varying systems; Upper bound;

fLanguage

English

Publisher

ieee

Conference_Titel

American Control Conference, 1997. Proceedings of the 1997

Conference_Location

Albuquerque, NM

ISSN

0743-1619

Print_ISBN

0-7803-3832-4

Type

conf

DOI

10.1109/ACC.1997.609250

Filename

609250