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Proceedings Paper

New robust filter for uncertain discrete-time system
Author(s): Zhongke Shi
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Paper Abstract

A two-step robust filtering algorithm for uncertain discrete-time system is presented. To get a series of computational equations, the upper bound of uncertain parts generated by uncertain systematic matrix in the expression of the error covariance matrix of state estimation is given and the equivalent systematic matrix is obtained. These results build up a robust time update algorithm. On the other hand, the lower bound of uncertain parts generated by uncertain observation matrix in the expression of the error covariance matrix of state estimation is given and the equivalent observation matrix is obtained. Thus both the time update and measurement update algorithms are suggested. By means of matrix inversion formula, the expression structures of both time update and measurement update algorithms are all simplified.

Paper Details

Date Published: 2 September 2003
PDF: 4 pages
Proc. SPIE 5253, Fifth International Symposium on Instrumentation and Control Technology, (2 September 2003);
Show Author Affiliations
Zhongke Shi, Northwestern Polytechnic Univ. (China)


Published in SPIE Proceedings Vol. 5253:
Fifth International Symposium on Instrumentation and Control Technology
Guangjun Zhang; Huijie Zhao; Zhongyu Wang, Editor(s)

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