Finite-horizon robust kalman filter design

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
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