Finite-horizon robust kalman filter design | NOVA. The University of Newcastle's Digital Repository

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Please use this identifier to cite or link to this item: http://hdl.handle.net/1959.13/25998

Title: Finite-horizon robust kalman filter design
Author/Creator: Fu, Minyue; De Souza, C E; Luo, Zhi- Quan
Description: We study the problem of finite-horizon Kalman filtering for systems involving a norm-bounded uncertain block. A new technique is presented for robust Kalman filter design. This technique involves using multiple scaling parameters that ran be optimized by solving a semidefinite program. The use of optimized scaling parameters leads to an improved design. A recursive design method that can be applied to real-time applications is also proposed
Relation: IEEE Transactions on Signal Processing Vol. 49 , Issue 9, p. 2103-2112
Relation: http://dx.doi.org/10.1109/78.942638
Date: 2001
Publisher: Institute of Electrical and Electronics Engineers
Keyword(s): circuit optimisation; covariance matrices; Kalman filters; network parameters; network synthesis; recursive filters
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.13/25998
Identifier: ISSN:1053-587X

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