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Robust finite-horizon Kalman filtering for uncertain discrete-time systems

Mohamed, Shady M. K. and Nahavandi, Saeid 2012, Robust finite-horizon Kalman filtering for uncertain discrete-time systems, IEEE transactions on automatic control, vol. 57, no. 6, June, pp. 1548-1552.

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Title Robust finite-horizon Kalman filtering for uncertain discrete-time systems
Author(s) Mohamed, Shady M. K.
Nahavandi, Saeid
Journal name IEEE transactions on automatic control
Volume number 57
Issue number 6
Season June
Start page 1548
End page 1552
Total pages 5
Publisher IEEE
Place of publication Piscataway, N.J.
Publication date 2012-06
ISSN 0018-9286
Keyword(s) Kalman filtering
robust filtering
state estimation
Summary In this note, we propose a design for a robust finite-horizon Kalman filtering for discrete-time systems suffering from uncertainties in the modeling parameters and uncertainties in the observations process (missing measurements). The system parameter uncertainties are expected in the state, output and white noise covariance matrices. We find the upper-bound on the estimation error covariance and we minimize the proposed upper-bound.
Language eng
Field of Research 090602 Control Systems, Robotics and Automation
Socio Economic Objective 810103 Command, Control and Communications
HERDC Research category C1 Refereed article in a scholarly journal
Copyright notice ©2011, IEEE
Persistent URL http://hdl.handle.net/10536/DRO/DU:30046907

Document type: Journal Article
Collection: Centre for Intelligent Systems Research
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