Robust Kalman filtering for discrete state-delay systems

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dc.AffiliationOctober University for modern sciences and Arts (MSA)
dc.contributor.authorMahmoud M.S.
dc.contributor.authorXie L.
dc.contributor.authorSoh Y.C.
dc.contributor.otherDepartment of Electrical and Computer Engineering
dc.contributor.otherKuwait University
dc.contributor.otherKuwait; Department of Engineering
dc.contributor.otherMSA University
dc.contributor.otherAmer St.
dc.contributor.otherMesaha Square
dc.contributor.otherDokki
dc.contributor.otherEgypt; School of Electrical and Electronic Engineering
dc.contributor.otherNanyang Technological University
dc.contributor.otherNanyang Avenue
dc.contributor.otherSingapore 639798
dc.contributor.otherSingapore
dc.date.accessioned2020-01-25T19:58:37Z
dc.date.available2020-01-25T19:58:37Z
dc.date.issued2000
dc.descriptionScopus
dc.description.abstractA 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.en_US
dc.identifier.doihttps://doi.org/10.1049/ip-cta:20000749
dc.identifier.doiPubMed ID :
dc.identifier.issn13502379
dc.identifier.otherhttps://doi.org/10.1049/ip-cta:20000749
dc.identifier.otherPubMed ID :
dc.identifier.urihttps://ieeexplore.ieee.org/document/903454
dc.language.isoEnglishen_US
dc.publisherIEE, Stevenage, United Kingdomen_US
dc.relation.ispartofseriesIEE Proceedings: Control Theory and Applications
dc.relation.ispartofseries147
dc.subjectDiscrete time control systemsen_US
dc.subjectLinear control systemsen_US
dc.subjectRiccati equationsen_US
dc.subjectRobustness (control systems)en_US
dc.subjectState estimationen_US
dc.subjectUncertain systemsen_US
dc.subjectDiscrete state delay systemsen_US
dc.subjectKalman filteringen_US
dc.titleRobust Kalman filtering for discrete state-delay systemsen_US
dc.typeArticleen_US
dcterms.isReferencedByAnderson, B.D.O., Moore, J.B., (1979) Optimal Filtering, , Prentice Hall, New York; Petersen, I.R., A Stabilization algorithm for a class of uncertain linear systems (1987) Syst. Control Lett., 8, pp. 351-357; Bernstein, D.S., Haddad, W.M., Steady-state Kalman filtering with an H? error bound (1991) Syst. Control Lett., 16, pp. 309-317; Xie, L., De Souza, C.E., Wang, Y., Robust filtering for a class of discrete-time uncertain nonlinear systems: An H? approach (1996) Int. J. Robust Nonlinear Control, 6, pp. 297-312; Xie, L., De Souza, C.E., Fu, M., H? estimation for discrete-time linear uncertain systems (1991) Int. J. Robust Nonlinear Control, 1, pp. 111-123; Mahmoud, M.S., Guaranteed stabilization of interconnected discrete-time systems (1995) Int. J. Syst. Sci., 26, pp. 337-358; Mahmoud, M.S., Design of stabilizing controllers for uncertain discrete-time systems with state-delay (1995) Syst. Anal. Model. Simul. J., 21, pp. 13-27; Mahmoud, M.S., Output feedback stabilization of uncertain systems with state delay (1994) Analysis and Synthesis Techniques in Complex Control and Dynamic Systems, 63, pp. 197-257. , LEONDES, C.T. (Ed.); Dugard, L., Verriest, E.I., (1997) Stability and Control of Time-delay Systems, , Springer-Verlag, London; Mahmoud, M.S., (1999) Robust Control and Filtering for Time-delay Systems, , Marcel-Dekker, New York; Fattoh, A., Sename, O., Dion, J.M., An unknown input observer design for linear time-delay systems (1999) Proceedings of 38th CDC, pp. 4222-4226; De Souza, C.E., Fu, M., Xie, L., H? analysis and synthesis of discrete-time systems with time-varying uncertainty (1993) IEEE Trans., AC-38, pp. 459-462; Kolomanovskii, V., Myshkis, A., (1986) Applied Theory of Functional Differential Equations, , Kluwer Academic, New York
dcterms.sourceScopus

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