Abstract
In this paper, a novel robust finite-horizon Kalman filter is developed for discrete linear time-varying systems with missing measurements and normbounded parameter uncertainties. The missing measurements are modelled by a Bernoulli distributed sequence and the system parameter uncertainties are in the state and output matrices. A two stage recursive structure is considered for the Kalman filter and its parameters are determined guaranteeing that the covariances of the state estimation errorsare not more than the known upper bound. Finally, simulation results are presented to illustrate the outperformance of the proposed robust estimator compared with the previous results in the literature.
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Rezaei, H., Mohamed, S., Esfanjani, R.M., Nahavandi, S. (2014). Improved Robust Kalman Filtering for Uncertain Systems with Missing Measurements. In: Loo, C.K., Yap, K.S., Wong, K.W., Beng Jin, A.T., Huang, K. (eds) Neural Information Processing. ICONIP 2014. Lecture Notes in Computer Science, vol 8836. Springer, Cham. https://doi.org/10.1007/978-3-319-12643-2_62
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DOI: https://doi.org/10.1007/978-3-319-12643-2_62
Publisher Name: Springer, Cham
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