Robust Kalman filtering for discrete state-delay systems

Access Full Text

Robust Kalman filtering for discrete state-delay systems

For access to this article, please select a purchase option:

Buy article PDF
£12.50
(plus tax if applicable)
Add to cart
Buy Knowledge Pack
10 articles for £75.00
(plus taxes if applicable)
Add to cart

IET members benefit from discounts to all IET publications and free access to E&T Magazine. If you are an IET member, log in to your account and the discounts will automatically be applied.

Learn more about IET membership 

Recommend Title Publication to library

You must fill out fields marked with: *

Librarian details
Name:*
Email:*
Your details
Name:*
Email:*
Department:*
Why are you recommending this title?
Select reason:
 
 
 
 
 
IEE Proceedings - Control Theory and Applications — Recommend this title to your library

Thank you

Your recommendation has been sent to your librarian.

IEE
Published

A robust estimator design methodology has been developed for a class of linear uncertain discrete-time systems. It extends the Kalman filter to the case in which the underlying system is subject to norm-bounded uncertainties and constant state delay. A linear state estimator is constructed via a systematic procedure such that the estimation error covariance is guaranteed to lie within a certain bound for all admissible uncertainties. The solution is given in terms of two Riccati equations involving scaling parameters. A numerical example is provided to illustrate the theory.

Inspec keywords: uncertain systems; Riccati equations; filtering theory; delay systems; Kalman filters; linear systems; state estimation; discrete time systems

Other keywords: delay systems; Kalman filter; uncertain systems; linear systems; Riccati equations; discrete-time systems; state estimation

Subjects: Signal processing theory; Discrete control systems; Algebra; Simulation, modelling and identification; Distributed parameter control systems

References

    1. 1)
      • M.S. MAHMOUD . Guaranteed stabilization of interconnected discrete-time systems. Int. J. Syst. Sci. , 337 - 358
    2. 2)
      • M.S. MAHMOUD . (1994) Output feedback stabilization of uncertain systems with state delay, Analysis and synthesis techniques in complex control and dynamic systems.
    3. 3)
      • M.S. MAHMOUD . (1999) , Robust control and filtering for time-delay systems.
    4. 4)
      • V. KOLOMANOVSKII , A. MYSHKIS . (1986) , Applied theory of functional differential equations.
    5. 5)
      • M.S. MAHMOUD . Design of stabilizing controllers for uncertain discrete-time systems with state-delay. Syst. Anal. Model. Simul. J. , 13 - 27
    6. 6)
      • L. Xie , C.E. de Souza , M. Fu . H∞ estimation for discrete-time linear uncertain systems. Int. J. Robust Nonlinear Control , 111 - 123
    7. 7)
      • FATTOH, a., SENAME, O., DION, J.M.: `An unknown input observer design for linear time-delay systems', Proceedings of 38th CDC, 1999, p. 4222–4226.
    8. 8)
      • B.D. Anderson , J.B. Moore . (1979) , Optimal filtering.
    9. 9)
      • C.E. DE SOUZA , M. FU , L. XIE . H∞ analysis and synthesis of discrete-time systems with time-varying uncertainty. IEEE Trans. , 459 - 462
    10. 10)
      • L. DUGARD , E.I. VERRIEST . (1997) , Stability and control of time-delay systems.
    11. 11)
      • L. XIE , C.E. DE SOUZA , Y. WANG . Robust filtering for a class of discrete-time uncertain nonlinear systems: An H∞ approach. Int. J. Robust Nonlinear Control , 297 - 312
    12. 12)
      • I.R. PETERSEN . A Stabilization algorithm for a class of uncertain linear systems. Syst. Control Lett. , 351 - 357
    13. 13)
      • D.S. BERNSTEIN , W.M. HADDAD . Steady-state Kalman filtering with an H∞ error bound. Syst. Control Lett. , 309 - 317
http://iet.metastore.ingenta.com/content/journals/10.1049/ip-cta_20000749
Loading

Related content

content/journals/10.1049/ip-cta_20000749
pub_keyword,iet_inspecKeyword,pub_concept
6
6
Loading