| Autor: |
Tea Hoon Lee, Joong Eon Seo, Soo Yul Jung, Won Sang Ra, Tae-Sung Yoon, Jin Bae Park |
| Rok vydání: |
2004 |
| Předmět: |
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| Zdroj: |
42nd IEEE International Conference on Decision and Control (IEEE Cat. No.03CH37475). |
| Popis: |
A new unified robust filtering algorithm is proposed for discrete-time linear systems with uncertainties described by sum quadratic constraints. The proposed method extends the existing Krein space estimation theory to robust filtering problem. It is shown that the robust filtering problem can be cast into the minimization problem of an indefinite quadratic form. By interpreting the uncertainties as another noise sources, the Krein space approach converts the minimization problem into the generalization of the Krein space Kalman filtering problem with an additional condition. This approach can be applied to H/sub 2/ (Kalman) filtering problem and to H/sub /spl infin// filtering problem as well. Moreover, the resulting robust filters have the similar recursive structures to various forms of the conventional Kalman filter, which makes the filters easy to design. Numerical examples verify the performances and the robustness of the proposed filters. |
| Databáze: |
OpenAIRE |
| Externí odkaz: |
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