Title :
A Suboptimal Filter for Continuous-Discrete Linear Systems with Parametric Uncertainties
Author :
Shin, Vladimir ; Kim, Du Yong ; Shevlyakov, Georgy ; Kim, Kiseon
Author_Institution :
Dept. of Mechatronics, Gwangju Inst. of Sci. & Technol.
Abstract :
We present a novel suboptimal filter addressing estimation problems that arise in continuous-discrete linear systems with parametric uncertainties. The suboptimal state estimate is formed by summing of local Kalman estimates with weights depending only on time instants. In contrast to optimal weights, the suboptimal weights do not depend on current observations, and thus the proposed filter is of a low-complexity and it can easily be implemented in real-time. High accuracy and efficiency of the suboptimal filter is demonstrated on the damper harmonic oscillator motion
Keywords :
Kalman filters; continuous systems; discrete systems; filtering theory; harmonic oscillators; linear systems; Kalman estimation; continuous-discrete linear system; damper harmonic oscillator motion; parametric uncertainty; suboptimal filter; Adaptive filters; Bayesian methods; Information filtering; Information filters; Kalman filters; Linear systems; Mechatronics; Nonlinear filters; State estimation; Uncertainty;
Conference_Titel :
TENCON 2006. 2006 IEEE Region 10 Conference
Conference_Location :
Hong Kong
Print_ISBN :
1-4244-0548-3
Electronic_ISBN :
1-4244-0549-1
DOI :
10.1109/TENCON.2006.343997
