Performance robustness analysis of Kalman filter for linear discrete-time systems under plant and noise uncertainty

DOI10.1080/00207729508929035zbMath0819.93071OpenAlexW2066676884MaRDI QIDQ4698716

No author found.

Publication date: 8 August 1995

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207729508929035

zbMATH Keywords

performancerobustnessdiscrete-time systemsKalman filternoise uncertaintystructured plant uncertainty

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Design techniques (robust design, computer-aided design, etc.) (93B51) Discrete-time control/observation systems (93C55) Linear systems in control theory (93C05)

Related Items (6)

Data assimilation in transport models ⋮ Compact alternating direction implicit method to solve two-dimensional nonlinear delay hyperbolic differential equations ⋮ Modified \(F\) tests for assessing the multiple correlation between one spatial process and several others ⋮ Unified forms for Kalman and finite impulse response filtering and smoothing ⋮ Evolutionary programming Kalman filter ⋮ Least-squares fitting from the variogram cloud

Cites Work

• Unnamed Item
• Stochastic processes and filtering theory
• Analysis of discrete-time Kalman filtering under incorrect noise covariances
• On the sensitivity of a discrete-time Kalman filter to plant-dynamics modelling errors
• Bounds on estimation errors of discrete-time filters under modeling uncertainty
• Sensitivity analysis of discrete filtering and smoothing algorithms
• Sensitivity analysis of discrete Kalman filters

This page was built for publication: Performance robustness analysis of Kalman filter for linear discrete-time systems under plant and noise uncertainty