Nonlinear state estimation for uncertain systems with an integral constraint

被引：0
|
作者：
James, MR
Petersen, IR
机构：
[1] Australian Natl Univ, Fac Engn & Informat Technol, Dept Engn, Canberra, ACT, Australia
[2] Australian Def Force Acad, Dept Elect Engn, Canberra, ACT, Australia
来源：
IEEE TRANSACTIONS ON SIGNAL PROCESSING | 1998年 / 46卷 / 11期
关键词：
extended Kalman filter; nonlinear filter; robust filtering; state estimation;
D O I：
暂无
中图分类号：
TM [电工技术]; TN [电子技术、通信技术];
学科分类号：
0808 ; 0809 ;
摘要：
This paper considers a problem of robust filtering for a class of uncertain nonlinear systems. The solution involves a set-valued state estimate that is obtained by solving a Hamilton-Jacobi-Bellman equation. In addition, a less computationally intensive approximate solution to the problem is obtained for filtering problems defined over a large time interval. The paper also presents an approximate solution to the robust filtering problem, which leads to a robust version of the extended Kalman filter.
引用
收藏
页码：2926 / 2937
页数：12
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