ROBUST STABILITY ANALYSIS OF KALMAN-BUCY FILTER UNDER PARAMETRIC AND NOISE UNCERTAINTIES

被引：9

作者：

CHEN, BS ^{[1
]}

DONG, TY ^{[1
]}

机构：

[1] NATL CHIAO TUNG UNIV,INST CONTROL ENGN,HSINCHU,TAIWAN

来源：

INTERNATIONAL JOURNAL OF CONTROL | 1988年 / 48卷 / 06期

关键词：

Control Systems--Robustness - Noise; Spurious Signal - System Stability;

D O I：

10.1080/00207178808906324

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 linear Kalman-Bucy filter with both uncertain second-order statistical noise properties and uncertain system model parameters is considered. We investigate the conditions for robust stability based on the upper norm-bound of noise and parametrical uncertainties. Saddlepoint theory and the Gronwall lemma are employed to solve this problem.

引用

页码：2189 / 2199

页数：11

共 9 条

[1] EXPONENTIAL DATA WEIGHTING IN KALMAN-BUCY FILTER [J].