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This brief is concerned with robust Kalman filtering for linear discrete-time systems with both instantaneous and single delayed measurements. The norm-bounded parameter uncertainties enter into the system matrix of the state space model. A new approach through the re-organization of measurements is proposed to improve the efficiency of computation. A sufficient condition for the existence of a robust Kalman filter is derived. The performance is clearly demonstrated through analytical results and simulation experiments.
Circuits and Systems II: Express Briefs, IEEE Transactions on (Volume:54 , Issue: 6 )
Date of Publication: June 2007