A new robust Kalman filter for uncertain discrete-time systems (Q2705680)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new robust Kalman filter for uncertain discrete-time systems |
scientific article |
Statements
5 November 2001
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robust Kalman filter
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linear discrete-time systems
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A new robust Kalman filter for uncertain discrete-time systems (English)
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A new robust Kalman filter for uncertain linear discrete-time systems is proposed. It guarantees a bounded variance of the filtering error. Compared with other existing robust filters this new one is simpler, and more effective in calculation and is unbiased with respect to the nominal system of the uncertain system.
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