Title :
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
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;
Conference_Titel :
American Control Conference, 1997. Proceedings of the 1997
Conference_Location :
Albuquerque, NM
Print_ISBN :
0-7803-3832-4
DOI :
10.1109/ACC.1997.609250
