Robust Kalman filtering for continuous-time systems with norm-bounded nonlinear uncertainties
作者:P. Shi、Y. Kaya
DOI:10.1093/imamci/17.4.363
日期:2000.12.1
In this paper we study the problem of robust Kalman filtering for a class of uncertain linear continuous-time systems. The system under consideration is subjected to time-varying, norm-bounded, nonlinear parameter uncertainties in state and measurement equations. Stability of the above system is analyzed. A state estimator is designed such that the covariance of the estimation error is guaranteed to be within a certain bound for all admissible uncertainties, which is in terms of solutions of two algebraic Riccati equations.
本文研究了一类不确定线性连续时间系统的稳健卡尔曼滤波问题。所考虑的系统在状态和测量方程中受到时变、范数有界的非线性参数不确定性的影响。对上述系统的稳定性进行了分析。设计了一种状态估计器,使得对于所有可容许的不确定性,估计误差的协方差保持在某个界限之内,这涉及到两个代数Riccati方程的解。