Robust Kalman Filtering for Uncertain Discrete-time Systems with Multiple Packet Dropouts多丢包不确定离散系统的鲁棒Kalman滤波参数不确定性多丢包鲁棒估计网络控制系统This paper is concerned with the robust filtering problem for a class of discrete time-varying systems with uncertainties and multiple packet ...
Kalman gainIn this paper, a robust finite-horizon Kalman filter is designed for discrete time-varying uncertain systems, basically the problem of finite horizon robust Kalman filtering for uncertain discrete-time systems is studied. The system under consideration is subject to time-varying norm-...
Kalman filtering Kalman’s solution to the state estimation problem can be found in many texts, such as [1], [12]. In this section we modify the Kalman filter for the system given by (12). Suppose we are given an n-dimensional linear discrete time system of the form:x[k+1]=Ax[k...
A finite-horizon robust Kalman filtering approach for discrete time-varying uncertain systems with additive uncertain-covariance white noises is presented. The system under consideration is subject to uncertainties in both the state and output matrices. The state and gain matrices of the filter are opt...
Linear time-varying systemKalmanˉlterUnknown inputSystem inversionIn this paper the problem of estimating an unknown input for discrete- time, non-minimum phase, multivariable, linear time-varying systems (LTV) is considered. The initial condition of the plant may be unknown and stochastic process ...
The investigation results provide useful insights in the divergent behavior of the Kalman filter under incorrect noise covariances for linear periodic discrete-time systems.关键词: Kalman filters Riccati equations covariance analysis discrete time systems linear systems periodic control time-varying systems ...
A suboptimal dynamic compensator to be used in conjunction with the ordinary discrete-time Kalman filter is derived. The resultant compensated Kalman filter has the property that steady-state bias estimation errors, resulting from modelling errors, are eliminated. The implementation of the compensated ...
This paper presents two stage cascaded discrete time Extended Kalman Filter while using INS/GPS based navigation. First stage of this scheme estimates the Euler angles of Micro Air Vehicle (MAV) whereas the second stage of this scheme estimates the position of Micro Air Vehicle (MAV) in terms ...
A counterexample is given to show that a previously published claim that the time-varying discrete-time Kalman filter is exponentially stable under the conditions of uniform stabilizability and uniform detectability is incorrectDOI: 10.1109/9.52294 被引量: 21 ...
Estimation of Time Varying Parameters in Discrete Time Dynamic Systems: A Tool Wear Estimation Example 来自 Semantic Scholar 喜欢 0 阅读量: 39 作者: AG Ulsoy 摘要: The recursive least squares, Kalman filter, and basis function methods for the estimation of time varying parameters are described ...