NDLI: Krein space approach to robust filtering for multiple uncertain systems

Content Provider	IEEE Xplore Digital Library
Author	Jin Feng Fei Yu Na Yang Pengyu Zhang Wei Gao Xin Zhang
Copyright Year	2011
Description	Author affiliation: College of Automation, Harbin Engineering University, 145-11 Nantong Street, Harbin, China (Jin Feng; Fei Yu; Na Yang; Pengyu Zhang; Wei Gao; Xin Zhang)
Abstract	In this paper, a new Krein space approach to robust filtering for linear systems with multiple uncertainties is developed. The multiple uncertainties satisfy the energy-type constraints, entering into both state and measurement equations. The proposed approach is used to tackle the sub-optimization problem arising from a sum quadratic constraint (SQC) of system uncertainties. To this end, a novel Krein space formal system is designed. Then recursive estimation is derived from the formal system. Also, the necessary and sufficient condition for the estimation to be optimal is proposed. Finally, a numerical example is given to demonstrate the effectiveness of the proposed approach.
Starting Page	304
Ending Page	308
File Size	650272
Page Count	5
File Format	PDF
ISBN	9781457703010
ISSN	2161816X
e-ISBN	9781457703027
e-ISBN	9781457703003
DOI	10.1109/ICAL.2011.6024732
Language	English
Publisher	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Publisher Date	2011-08-15
Publisher Place	China
Access Restriction	Subscribed
Rights Holder	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subject Keyword	Uncertain systems Uncertainty Linear system Noise Estimation sum quadratic constraint multiple uncertainty Robustness Kalman filters Mathematical model Krein space linear estimation
Content Type	Text
Resource Type	Article

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4	Project PI / Joint PI	Principal Investigator and Joint Principal Investigators of the project	Dr. B. Sutradhar bsutra@ndl.gov.in Prof. Saswat Chakrabarti will be added soon
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