New robust filter for uncertain discrete-time system

Zhongke Shi

doi:10.1117/12.521524

2 September 2003 New robust filter for uncertain discrete-time system

Zhongke Shi

Proceedings Volume 5253, Fifth International Symposium on Instrumentation and Control Technology; (2003) https://doi.org/10.1117/12.521524
Event: Fifth International Symposium on Instrumentation and Control Technology, 2003, Beijing, China

Abstract

A two-step robust filtering algorithm for uncertain discrete-time system is presented. To get a series of computational equations, the upper bound of uncertain parts generated by uncertain systematic matrix in the expression of the error covariance matrix of state estimation is given and the equivalent systematic matrix is obtained. These results build up a robust time update algorithm. On the other hand, the lower bound of uncertain parts generated by uncertain observation matrix in the expression of the error covariance matrix of state estimation is given and the equivalent observation matrix is obtained. Thus both the time update and measurement update algorithms are suggested. By means of matrix inversion formula, the expression structures of both time update and measurement update algorithms are all simplified.

Citation Download Citation

Zhongke Shi "New robust filter for uncertain discrete-time system", Proc. SPIE 5253, Fifth International Symposium on Instrumentation and Control Technology, (2 September 2003); https://doi.org/10.1117/12.521524

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