Referenced Items are not available for this document.
Studies the problem of Kalman filtering for a class of uncertain linear continuous-time systems with Markovian jumping parameters. The system under consideration is subjected to time-varying norm-bounded parameter uncertainties in the state and measurement equations. Stochastic quadratic stability of the above system is analyzed. A state estimator is designed such that the covariance of the estimation error is guaranteed to be within a certain bound for all admissible uncertainties, which is in terms of solutions of two sets of coupled algebraic Riccati equations
Published in:
Automatic Control, IEEE Transactions on
(Volume:44
,
Issue:
8
)
Date of Publication: Aug 1999
- Page(s):
- 1592 - 1597
- ISSN :
- 0018-9286
- INSPEC Accession Number:
- 6327771
- Digital Object Identifier :
- 10.1109/9.780431
- Product Type:
- Journals & Magazines
- Date of Current Version :
- 06 August 2002
- Issue Date :
- Aug 1999
- Sponsored by :
- IEEE Control Systems Society
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