- Title
- Finite-horizon robust kalman filter design
- Creator
- Fu, Minyue; De Souza, C E; Luo, Zhi- Quan
- Relation
- IEEE Transactions on Signal Processing Vol. 49 , Issue 9, p. 2103-2112
- Publisher Link
- http://dx.doi.org/10.1109/78.942638
- Publisher
- Institute of Electrical and Electronics Engineers
- Resource Type
- journal article
- Date
- 2001
- 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
- Subject
- circuit optimisation; covariance matrices; Kalman filters; network parameters; network synthesis; recursive filters
- Identifier
- uon:773
- Identifier
- http://hdl.handle.net/1959.13/25998
- Identifier
- ISSN:1053-587X
- Full Text
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