Comments on 'Finite-Horizon Robust Kalman Filtering for Uncertain Discrete Time-Varying Systems With Uncertain-Covariance White Noises'

Autor:	Rodrigo Fontes Souto, Joao Y. Ishihara
Rok vydání:	2010
Předmět:	Discrete time and continuous time Estimation theory Robustness (computer science) Control theory Covariance matrix Applied Mathematics Signal Processing White noise Kalman filter Electrical and Electronic Engineering Covariance Upper and lower bounds Mathematics
Zdroj:	IEEE Signal Processing Letters. 17:213-216
ISSN:	1558-2361 1070-9908
DOI:	10.1109/lsp.2008.2005046
Popis:	This comment presents an enhancement over the robust predictor recently developed in the work by Dong and You. Besides uncertainties in both state and output matrices, the proposed design also allows dynamic and measurement noises to be with unknown time-variant expected values and to be correlated with unknown time-variant cross-covariance. The enhanced predictor leads to a less conservative design which is confirmed by a numerical example.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::c7bf8e911f6872bd61329bbf66f3ef10 https://doi.org/10.1109/lsp.2008.2005046 Zobrazit plný text záznamu