Robust Kalman-Bucy Filter

被引：14

作者：

George, Jemin ^{[1
]}

机构：

[1] USA, Res Lab, Adelphi, MD 20783 USA

来源：

IEEE TRANSACTIONS ON AUTOMATIC CONTROL | 2013年 / 58卷 / 01期

关键词：

H-infinity filtering; Kalman-Bucy filter; STATE ESTIMATION; UNCERTAIN SYSTEMS; H-INFINITY;

D O I：

10.1109/TAC.2012.2203052

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

Development of a robust estimator for uncertain stochastic systems under persistent excitation is presented. The given continuous-time stochastic formulation assumes norm bounded parametric uncertainties and excitations. When there are no system uncertainties, the performance of the proposed robust estimator is similar to that of the Kalman-Bucy filter and the proposed approach asymptotically recovers the desired optimal performance in the presence of uncertainties and or persistent excitation.

引用

页码：174 / 180

页数：8

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