Robust nonfragile Kalman filtering for uncertain linear systems with estimator gain uncertainty

G. H. Yang; Liang Wang Jian Liang Wang

doi:10.1109/9.905707

Robust nonfragile Kalman filtering for uncertain linear systems with estimator gain uncertainty

G. H. Yang, Liang Wang Jian Liang Wang

Research output: Journal Publication › Article › peer-review

126 Citations (Scopus)

Abstract

This note is concerned with the problem of a robust nonfragile Kalman filter design for a class of uncertain linear systems with norm-bounded uncertainties. The designed state estimator can tolerate multiplicative uncertainties in the state estimator gain matrix. The robust nonfragile state estimator designs are given in terms of solutions to algebraic Riccati equations. The designs guarantee known upper bounds on the steady-state error covariance. A numerical example is given to illustrate the results.

Original language	English
Pages (from-to)	343-348
Number of pages	6
Journal	IEEE Transactions on Automatic Control
Volume	46
Issue number	2
DOIs	https://doi.org/10.1109/9.905707
Publication status	Published - Feb 2001
Externally published	Yes

Keywords

Fragility
Kalman filter
Linear system
Riccati equations
Robustness

ASJC Scopus subject areas

Control and Systems Engineering
Computer Science Applications
Electrical and Electronic Engineering

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10.1109/9.905707

Cite this

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AB - This note is concerned with the problem of a robust nonfragile Kalman filter design for a class of uncertain linear systems with norm-bounded uncertainties. The designed state estimator can tolerate multiplicative uncertainties in the state estimator gain matrix. The robust nonfragile state estimator designs are given in terms of solutions to algebraic Riccati equations. The designs guarantee known upper bounds on the steady-state error covariance. A numerical example is given to illustrate the results.

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KW - Robustness

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Robust nonfragile Kalman filtering for uncertain linear systems with estimator gain uncertainty

Abstract

Keywords

ASJC Scopus subject areas

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