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Article: Robust Kalman filtering for discrete time-varying uncertain systems with multiplicative noises

TitleRobust Kalman filtering for discrete time-varying uncertain systems with multiplicative noises
Authors
Yang, FWang, ZHung, YS
KeywordsAdditive noise
Multiplicative noise
Norm-bounded uncertainty
Robust Kalman filtering
Time-varying system
Issue Date2002
PublisherIEEE.
Citation
Ieee Transactions On Automatic Control, 2002, v. 47 n. 7, p. 1179-1183 How to Cite?
DOI: http://dx.doi.org/10.1109/TAC.2002.800668
AbstractIn this note, a robust finite-horizon Kalman filter is designed for discrete time-varying uncertain systems with both additive and multiplicative noises. The system under consideration is subject to both deterministic and stochastic uncertainties. Sufficient conditions for the filter to guarantee an optimized upper bound on the state estimation error variance for admissible uncertainties are established in terms of two discrete Riccati difference equations. A numerical example is given to show the applicability of the presented method.
Persistent Identifierhttp://hdl.handle.net/10722/42890
ISSN
0018-9286
2021 Impact Factor: 6.549
2020 SCImago Journal Rankings: 3.436
ISI Accession Number ID
WOS:000176746700021
References
References in Scopus

 

DC FieldValueLanguage
dc.contributor.authorYang, Fen_HK
dc.contributor.authorWang, Zen_HK
dc.contributor.authorHung, YSen_HK
dc.date.accessioned2007-03-23T04:34:08Z-
dc.date.available2007-03-23T04:34:08Z-
dc.date.issued2002en_HK
dc.identifier.citationIeee Transactions On Automatic Control, 2002, v. 47 n. 7, p. 1179-1183en_HK
dc.identifier.issn0018-9286en_HK
dc.identifier.urihttp://hdl.handle.net/10722/42890-
dc.description.abstractIn this note, a robust finite-horizon Kalman filter is designed for discrete time-varying uncertain systems with both additive and multiplicative noises. The system under consideration is subject to both deterministic and stochastic uncertainties. Sufficient conditions for the filter to guarantee an optimized upper bound on the state estimation error variance for admissible uncertainties are established in terms of two discrete Riccati difference equations. A numerical example is given to show the applicability of the presented method.en_HK
dc.format.extent265037 bytes-
dc.format.extent100664 bytes-
dc.format.mimetypeapplication/pdf-
dc.format.mimetypeapplication/pdf-
dc.languageengen_HK
dc.publisherIEEE.en_HK
dc.relation.ispartofIEEE Transactions on Automatic Controlen_HK
dc.rights©2002 IEEE. Personal use of this material is permitted. However, permission to reprint/republish this material for advertising or promotional purposes or for creating new collective works for resale or redistribution to servers or lists, or to reuse any copyrighted component of this work in other works must be obtained from the IEEE.-
dc.subjectAdditive noiseen_HK
dc.subjectMultiplicative noiseen_HK
dc.subjectNorm-bounded uncertaintyen_HK
dc.subjectRobust Kalman filteringen_HK
dc.subjectTime-varying systemen_HK
dc.titleRobust Kalman filtering for discrete time-varying uncertain systems with multiplicative noisesen_HK
dc.typeArticleen_HK
dc.identifier.openurlhttp://library.hku.hk:4550/resserv?sid=HKU:IR&issn=0018-9286&volume=47&issue=7&spage=1179&epage=1183&date=2002&atitle=Robust+Kalman+filtering+for+discrete+time-varying+uncertain+systems+with+multiplicative+noisesen_HK
dc.identifier.emailHung, YS:yshung@eee.hku.hken_HK
dc.identifier.authorityHung, YS=rp00220en_HK
dc.description.naturepublished_or_final_versionen_HK
dc.identifier.doi10.1109/TAC.2002.800668en_HK
dc.identifier.scopuseid_2-s2.0-0036647397en_HK
dc.identifier.hkuros70026-
dc.relation.referenceshttp://www.scopus.com/mlt/select.url?eid=2-s2.0-0036647397&selection=ref&src=s&origin=recordpageen_HK
dc.identifier.volume47en_HK
dc.identifier.issue7en_HK
dc.identifier.spage1179en_HK
dc.identifier.epage1183en_HK
dc.identifier.isiWOS:000176746700021-
dc.publisher.placeUnited Statesen_HK
dc.identifier.scopusauthoridYang, F=7403450080en_HK
dc.identifier.scopusauthoridWang, Z=8229255200en_HK
dc.identifier.scopusauthoridHung, YS=8091656200en_HK
dc.identifier.citeulike10914245-
dc.identifier.issnl0018-9286-

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