Limiting Interval Kalman Filter Design for Linear Discrete-time Positive Systems

Abstract

For linear discrete-time positive systems the paper proposes an approach reflecting structural system constraints and positiveness in solving the problem of limiting interval Kalman filter design. System dynamics and parameter constraints are represented in the form of linear matrix inequalities to guarantee parameters boundaries and asymptotic stability of the filter. The general theoretical results are illustrated by a numerical example to assess the feasibility of the proposed technique.