Title :
A robust minimum-variance filter for time varying uncertain discrete-time systems
Author :
Subramanian, Ananth ; Sayed, Ali H.
Abstract :
A robust filter is designed for uncertain discrete time models. The filter is based on a regularized solution and guarantees minimum state error variance. Simulation results confirm its superior performance over other robust filter designs.
Keywords :
discrete time systems; filtering theory; least squares approximations; state estimation; time-varying systems; uncertain systems; discrete-time systems; least-squares; minimum state error variance; parametric uncertainty; regularized solution; robust filter design; robust minimum variance filter; time varying systems; uncertain systems; Cost function; Covariance matrix; Degradation; Filtering; Filters; Integrated circuit modeling; Q measurement; Robustness; Time varying systems; Uncertainty;
Conference_Titel :
American Control Conference, 2003. Proceedings of the 2003
Print_ISBN :
0-7803-7896-2
DOI :
10.1109/ACC.2003.1243348
