A discrete-time robust extended Kalman filter Export

@proceedings{AKallapur09, abstract = {A discrete-time robust extended Kalman filter (REKF) formulation for uncertain systems expressed in terms of a set-valued state estimator is described in this paper. The robust filter and Riccati equations are derived as an approximate solution to a reverse-time optimal control problem defining this set-valued state estimator. As presented, the uncertainties are modeled by a sum quadratic constraint (SQC) that takes into account both modeling uncertainties as well as uncertainties introduced from exogenous noise sources.}, author = {Kallapur, A. and Petersen, I. and Anavatti, S.}, citeulike-article-id = {6070075}, citeulike-linkout-0 = {http://dx.doi.org/10.1109/ACC.2009.5160057}, citeulike-linkout-1 = {http://ieeexplore.ieee.org/xpls/abs_all.jsp?arnumber=5160057}, day = {10}, doi = {10.1109/ACC.2009.5160057}, journal = {American Control Conference, 2009. ACC '09.}, keywords = {extended, filter, kalman, robust}, month = {July}, pages = {3819--3823}, posted-at = {2009-11-04 16:23:37}, priority = {2}, title = {A discrete-time robust extended Kalman filter}, url = {http://dx.doi.org/10.1109/ACC.2009.5160057}, year = {2009} }

TY - CONF ID - AKallapur09 L3 - citeulike-article-id:6070075 N2 - A discrete-time robust extended Kalman filter (REKF) formulation for uncertain systems expressed in terms of a set-valued state estimator is described in this paper. The robust filter and Riccati equations are derived as an approximate solution to a reverse-time optimal control problem defining this set-valued state estimator. As presented, the uncertainties are modeled by a sum quadratic constraint (SQC) that takes into account both modeling uncertainties as well as uncertainties introduced from exogenous noise sources. JF - American Control Conference, 2009. ACC '09. EP - 3823 TI - A discrete-time robust extended Kalman filter SP - 3819 KW - extended KW - filter KW - kalman KW - robust AU - Kallapur, A AU - Petersen, I AU - Anavatti, S PY - 2009/07/10/ UR - http://dx.doi.org/10.1109/ACC.2009.5160057 ER -