Name
Title | ||
|---|---|---|
On robust Kalman filter for two-dimensional uncertain linear discrete time-varying systems: A least squares method. |
Abstract | ||
|---|---|---|
The robust Kalman filter design problem for two-dimensional uncertain linear discrete time-varying systems with stochastic noises is investigated in this study. First, we prove that the solution to a certain deterministic regularized least squares problem constrained by the nominal two-dimensional system model is equivalent to the generalized two-dimensional Kalman filter. Then, based on this relationship, the robust state estimation problem for two-dimensional uncertain systems with stochastic noises is interpreted as a deterministic robust regularized least squares problem subject to two-dimensional dynamic constraint. Finally, by solving the robust regularized least squares problem and using a simple approximation, a recursive robust two-dimensional Kalman filter is determined. A heat transfer process serves as an example to show the properties and efficacy of the proposed filter. |
Year | DOI | Venue |
|---|---|---|
2019 | 10.1016/j.automatica.2018.10.029 | Automatica |
Keywords | Field | DocType |
Two-dimensional systems,Kalman filter,Uncertain systems,Time-varying systems,Least squares method | Least squares,Applied mathematics,Regularized least squares,Control theory,Heat transfer,Kalman filter,Discrete time and continuous time,Uncertain systems,System model,Recursion,Mathematics | Journal |
Volume | Issue | ISSN |
99 | 1 | 0005-1098 |
Citations | PageRank | References |
5 | 0.40 | 13 |
Authors | ||
5 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| dong zhao | 1 | 95 | 12.68 |
| Steven X. Ding | 2 | 1792 | 124.79 |
| H. R. Karimi | 3 | 3569 | 223.59 |
| Yueyang Li | 4 | 124 | 12.98 |
| Youqing Wang | 5 | 220 | 25.81 |