文章基本信息

标题：A Robust Finite-Horizon Kalman Filter for Uncertain Discrete Time-Varying Systems with State-Delay and Missing Measurements
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作者：Jun-Hui Zheng ; Jian-Fen Liu
期刊名称：International Journal of Grid and Distributed Computing
印刷版ISSN：2005-4262
出版年度：2016
卷号：9
期号：3
页码：229-242
DOI：10.14257/ijgdc.2016.9.3.24
出版社：SERSC
摘要：In this paper, a robust kalman filter is designed for the uncertainty time-varying discrete systems with state delay in process and output matrices combined with the possibility of missing measurements. The uncertainties are expected in the process, output and white noise covariance matrices. A formula for a candidate upper bound on the actual state estimation error variances for all admissible parameter uncertainties and possible missing measurements is obtained. The filter parameters are optimized to give a minimal upper bound on the state estimation error covariance for all admissible uncertainties and missing measurements.
关键词：Uncertain discrete time-varying system; Missing measurements; Robust ; state estimation; Kalman filtering