Robust Kalman filter design for discrete time-delay systems

被引：12

作者：

Zhu, X ^{[1
]}

Soh, YC ^{[1
]}

Xie, LH ^{[1
]}

机构：

[1] Nanyang Technol Univ, Sch Elect & Elect Engn, Singapore 639798, Singapore

来源：

CIRCUITS SYSTEMS AND SIGNAL PROCESSING | 2002年 / 21卷 / 03期

关键词：

uncertain discrete-time systems; time-delay systems; robust state estimation; Kalman filtering;

D O I：

10.1007/s00034-004-7047-8

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：

The problem of finite- and infinite-horizon robust Kalman filtering for uncertain discrete-time systems with state delay is addressed in this paper. The system under consideration is subject to time-varying norm-bounded parameter uncertainty in both the state and output matrices. We develop a new methodology for designing a linear filter such that the error variance of the filter is guaranteed to be within a certain upper bound for any allowed uncertainty and time delay. The solution is given in terms of two Riccati equations. Multiple time-delay systems are also investigated.

引用

页码：319 / 335

页数：17

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