Robust filtering with missing data and a deterministic description of noise and uncertainty

被引：48

作者：

Savkin, AV ^{[1
]}

Petersen, IR ^{[1
]}

机构：

[1] AUSTRALIAN DEF FORCE ACAD,DEPT ELECT ENGN,CAMPBELL 2600,AUSTRALIA

来源：

INTERNATIONAL JOURNAL OF SYSTEMS SCIENCE | 1997年 / 28卷 / 04期

基金：

澳大利亚研究理事会;

关键词：

D O I：

10.1080/00207729708929397

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

The paper considers the problem of robust state estimation for the case in which some of the measurement data is missing. This problem is considered within the framework of a class of uncertain discrete-time systems with a deterministic description of noise and uncertainty. The main result is a recursive scheme for constructing an ellipsoidal state estimation set of all states consistent with the available measured output and the given noise and uncertainty description.

引用

页码：373 / 378

页数：6

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