IEEE - Institute of Electrical and Electronics Engineers, Inc. - Finite-horizon robust Kalman filter design

Author(s): Minyue Fu ; C.E. de Souza ; Zhi-Quan Luo
Sponsor(s): IEEE Signal Processing Society
Publisher: IEEE - Institute of Electrical and Electronics Engineers, Inc.
Publication Date: 1 September 2001
Volume: 49
Page Count: 10
Page(s): 2,103 - 2,112
ISSN (Paper): 1053-587X
ISSN (Online): 1941-0476
DOI: 10.1109/78.942638
Regular:

We study the problem of finite-horizon Kalman filtering for systems involving a norm-bounded uncertain block. A new technique is presented for robust Kalman filter design. This technique involves... View More

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