Robust Kalman Filtering for Uncertain Discrete Markovian Jump Systems

摘要：

In this paper, the problem of robust Kalman filtering for uncertain discrete-time systems with Markovian jump parameters is solved. We give a novel design methodology of a stochastic quadratic filter which guarantees both the stability and boundedness of the estimation error dynamics. Our methods depends on the solution to two sets of coupled algebraic Riccati equations.

关键词： robust Kalman .ltering uncertain discrete-time systems Markovian jump parameters coupled Riccati equationss.

作者: Xing ZHU Xiaoming YIN

作者单位: Agilent Technologies, Singapore Singapore Institute of Manufacturing Technology, Singapore

会议类型: 国际会议

会议名称: 2nd IEEE Conference on Industrial Electronics and Applications(ICIEA 2007)(第二届IEEE工业电子与应用国际会议)

会议地点: 哈尔滨

会议语种:英文

在线出版日期: 2007-05-23（万方平台首次上网日期，不代表论文的发表时间）