{"title":"不确定离散马尔可夫跳变系统的鲁棒卡尔曼滤波","authors":"Xing Zhu, Xiaoming Yin","doi":"10.1109/ICIEA.2007.4318858","DOIUrl":null,"url":null,"abstract":"In this paper, the problem of robust Kalman filtering for uncertain discrete-time systems with Markovian jump parameters is solved. We give a novel design methodology of a stochastic quadratic filter which guarantees both the stability and boundedness of the estimation error dynamics. Our methods depends on the solution to two sets of coupled algebraic Riccati equations.","PeriodicalId":231682,"journal":{"name":"2007 2nd IEEE Conference on Industrial Electronics and Applications","volume":"116 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2007-05-23","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"1","resultStr":"{\"title\":\"Robust Kalman Filtering for Uncertain Discrete Markovian Jump Systems\",\"authors\":\"Xing Zhu, Xiaoming Yin\",\"doi\":\"10.1109/ICIEA.2007.4318858\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"In this paper, the problem of robust Kalman filtering for uncertain discrete-time systems with Markovian jump parameters is solved. We give a novel design methodology of a stochastic quadratic filter which guarantees both the stability and boundedness of the estimation error dynamics. Our methods depends on the solution to two sets of coupled algebraic Riccati equations.\",\"PeriodicalId\":231682,\"journal\":{\"name\":\"2007 2nd IEEE Conference on Industrial Electronics and Applications\",\"volume\":\"116 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2007-05-23\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"1\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"2007 2nd IEEE Conference on Industrial Electronics and Applications\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1109/ICIEA.2007.4318858\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"2007 2nd IEEE Conference on Industrial Electronics and Applications","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1109/ICIEA.2007.4318858","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
Robust Kalman Filtering for Uncertain Discrete Markovian Jump Systems
In this paper, the problem of robust Kalman filtering for uncertain discrete-time systems with Markovian jump parameters is solved. We give a novel design methodology of a stochastic quadratic filter which guarantees both the stability and boundedness of the estimation error dynamics. Our methods depends on the solution to two sets of coupled algebraic Riccati equations.
求助内容：
应助结果提醒方式：
京公网安备 11010802042870号
