Robust Kalman filter design for discrete time-delay systems
type: Item
instance of: scholarly article
title: Robust Kalman filter design for discrete time-delay systems
zbMATH Open document ID: 1022.93047
author: Xing Zhu
author: Yeng Chai Soh
author: Lihua Xie
published in: Circuits, Systems, and Signal Processing
publication date: 2002-01-01T00:00:00Z
review text: The system considered is subject to time varying time-bounded parameter uncertainty in both the state and output matrices. A new methodology for designing a linear filter, such that the error variance of the filter is guaranteed to be within a certain upper bound for any allowed uncertainty and time delay, is developed. The solution is given in terms of two Riccati equations. Robust filtering for multiple time-delay systems is also investigated. The results are illustrated using two numerical examples.
reviewed by: Klaus Ehemann
Mathematics Subject Classification ID: 93E11
Mathematics Subject Classification ID: 93C55
Mathematics Subject Classification ID: 93C23
zbMATH DE Number: 1885803
zbMATH Keywords: bounded variance
zbMATH Keywords: robust filtering
zbMATH Keywords: linear filter
zbMATH Keywords: time delay
zbMATH Keywords: Riccati equations
MaRDI profile type: Publication
full work available at URL: s00034-004-7047-8
OpenAlex ID: W2053100584
DOI: 10.1007/S00034-004-7047-8
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description: scientific article; zbMATH DE number 1885803