A new robust Kalman filter for uncertain discrete-time systems
type: Item
instance of: scholarly article
zbMATH Open document ID: 0971.93073
author: Yong Zhang
author: Guanzhong Dai
author: Ziquan Zhou
author: Zhongke Shi
publication date: 2001-11-05T00:00:00Z
Mathematics Subject Classification ID: 93E11
Mathematics Subject Classification ID: 93C55
zbMATH DE Number: 1578323
zbMATH Keywords: robust Kalman filter
zbMATH Keywords: linear discrete-time systems
MaRDI profile type: Publication
title: A new robust Kalman filter for uncertain discrete-time systems
published in: Control Theory \& Applications
review text: 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.
reviewed by: Wenming Bian
description: scientific article