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Author Mohamed, S.M.K. ♦ Nahavandi, S.
Source IEEE Xplore Digital Library
Content type Text
Publisher Institute of Electrical and Electronics Engineers, Inc. (IEEE)
File Format PDF
Copyright Year ©2008
Language English
Subject Domain (in DDC) Technology ♦ Engineering & allied operations ♦ Applied physics
Abstract The use of Kalman filtering is very common in state estimation problems. The problem with Kalman filters is that they require full prior knowledge about the system modeling. It is also assumed that all the observations are fully received. In real applications, the previous assumptions are not true all the time. It is hard to obtain the exact system model and the observations may be lost due to communication problems. In this paper, we consider the design of a robust Kalman filter for systems subject to uncertainties in the state and white noise covariances. The systems under consideration suffer from random interruptions in the measurements process. An upper bound for the estimation error covariance is proposed. The proposed upper bound is further minimized by selection of optimal filter parameters. Simulation example shows the effectiveness of the proposed filter.
Description Author affiliation: Sch. of Eng. & Inf. Technol., Deakin Univ, Burwood, VIC (Mohamed, S.M.K.; Nahavandi, S.)
ISBN 9781424421701
ISSN 19354576
Educational Role Student ♦ Teacher
Age Range above 22 year
Educational Use Research ♦ Reading
Education Level UG and PG
Learning Resource Type Article
Publisher Date 2008-07-13
Publisher Place South Korea
Rights Holder Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Size (in Bytes) 196.98 kB
Page Count 6
Starting Page 667
Ending Page 672


Source: IEEE Xplore Digital Library