Browsing by Author "Soh Y.C."

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    Robust Kalman filtering for discrete state-delay systems
    (IEE, Stevenage, United Kingdom, 2000) Mahmoud M.S.; Xie L.; Soh Y.C.; Department of Electrical and Computer Engineering; Kuwait University; Kuwait; Department of Engineering; MSA University; Amer St.; Mesaha Square; Dokki; Egypt; School of Electrical and Electronic Engineering; Nanyang Technological University; Nanyang Avenue; Singapore 639798; Singapore
    A robust estimator design methodology has been developed for a class of linear uncertain discrete-time systems. It extends the Kalman filter to the case in which the underlying system is subject to norm-bounded uncertainties and constant state delay. A linear state estimator is constructed via a systematic procedure such that the estimation error covariance is guaranteed to lie within a certain bound for all admissible uncertainties. The solution is given in terms of two Riccati equations involving scaling parameters. A numerical example is provided to illustrate the theory.