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Improved robust Kalman filtering for uncertain systems with missing measurements

Rezaei, Hossein, Mohamed, Shady, Esfanjani, Reza Mahboobi and Nahavandi, Saeid 2014, Improved robust Kalman filtering for uncertain systems with missing measurements. In Loo, C. K., Yap, K. S., Wong, K. W., Teoh, A. and Huang, K. (ed), Neural information processing : 21st International Conference ICONIP 2014 Kuching, Malaysia, November 3-6, 2014 Proceedings, Part III, Springer, Berlin, Germany, pp.509-518.

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Title Improved robust Kalman filtering for uncertain systems with missing measurements
Author(s) Rezaei, Hossein
Mohamed, ShadyORCID iD for Mohamed, Shady orcid.org/0000-0002-8851-1635
Esfanjani, Reza Mahboobi
Nahavandi, SaeidORCID iD for Nahavandi, Saeid orcid.org/0000-0002-0360-5270
Title of book Neural information processing : 21st International Conference ICONIP 2014 Kuching, Malaysia, November 3-6, 2014 Proceedings, Part III
Editor(s) Loo, C. K.
Yap, K. S.
Wong, K. W.
Teoh, A.
Huang, K.
Publication date 2014
Series Lecture notes in computer science; v.8836
Chapter number 62
Total chapters 83
Start page 509
End page 518
Total pages 10
Publisher Springer
Place of Publication Berlin, Germany
Keyword(s) Miss measurement
Normbounded parameter uncertainties
Robust Kalman filter
State estimation
Summary In this paper, a novel robust finite-horizon Kalman filter is developed for discrete linear time-varying systems with missing measurements and normbounded parameter uncertainties. The missing measurements are modelled by a Bernoulli distributed sequence and the system parameter uncertainties are in the state and output matrices. A two stage recursive structure is considered for the Kalman filter and its parameters are determined guaranteeing that the covariances of the state estimation errorsare not more than the known upper bound. Finally, simulation results are presented to illustrate the outperformance of the proposed robust estimator compared with the previous results in the literature.
ISBN 9783319126425
ISSN 0302-9743
1611-3349
Language eng
Field of Research 080108 Neural, Evolutionary and Fuzzy Computation
Socio Economic Objective 920111 Nervous System and Disorders
HERDC Research category B1 Book chapter
ERA Research output type B Book chapter
Copyright notice ©2014, Springer
Persistent URL http://hdl.handle.net/10536/DRO/DU:30071655

Document type: Book Chapter
Collection: Centre for Intelligent Systems Research
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