On periodic Kalman filters and multi-rate estimation

被引：0

作者：

Fujimoto, Kenji ^{[1
]}

Oji, Yusuke ^{[2
]}

Hamamoto, Kenichi ^{[3
]}

机构：

[1] Kyoto Univ, Dept Aeronaut & Astronaut, Kyoto 6068501, Japan

[2] Kyoto Univ, Sch Engn, Kyoto 6068501, Japan

[3] Kajima Tech Res Inst, Tokyo, Japan

来源：

2016 IEEE CONFERENCE ON CONTROL APPLICATIONS (CCA) | 2016年

关键词：

D O I：

暂无

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

This paper proposes a multi-rate state estimation method using a Kalman filter and an H-infinity filter. First, we derive periodic steady state Kalman/H-infinity gains for multi-rate systems since a state estimation problem with multi-rate sensors reduces to that for periodic time-varying systems. This result enables one to compute the optimal Kalman/H-infinity gains off-line using a class of algebraic Riccati equations. Furthermore, the effectiveness of the proposed design method is demonstrated with numerical simulations.

引用

页数：6

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