منابع مشابه
Kalman Filtering for Linear Time-Delayed Continuous-Time Systems with Stochastic Multiplicative Noises 355 Kalman Filtering for Linear Time-Delayed Continuous-Time Systems with Stochastic Multiplicative Noises
Abstract: The paper deals with the Kalman stochastic filtering problem for linear continuoustime systems with both instantaneous and time-delayed measurements. Different from the standard linear system, the system state is corrupted by multiplicative white noise, and the instantaneous measurement and the delayed measurement are also corrupted by multiplicative white noise. A new approach to the...
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In this note, a robust finite-horizon Kalman filter is designed for discrete time-varying uncertain systems with both additive and multiplicative noises. The system under consideration is subject to both deterministic and stochastic uncertainties. Sufficient conditions for the filter to guarantee an optimized upper bound on the state estimation error variance for admissible uncertainties are es...
متن کاملRobust Kalman filtering for discrete time-varying uncertain systems with multiplicative noises
In this note, a robust finite-horizon Kalman filter is designed for discrete time-varying uncertain systems with both additive and multiplicative noises. The system under consideration is subject to both deterministic and stochastic uncertainties. Sufficient conditions for the filter to guarantee an optimized upper bound on the state estimation error variance for admissible uncertainties are es...
متن کاملA Multiplicative Residual Approach to Attitude Kalman Filtering with Unit-vector Measurements
Using direction vectors of unit length as measurements for attitude estimation in an extended Kalman filter inevitably results in a singular measurement covariance matrix. Singularity of the measurement covariance means no noise is present in one component of the measurement. Unit vector measurements have no noise in the radial component. Singular measurement covariances can be dealt with by th...
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ژورنال
عنوان ژورنال: TEST
سال: 2010
ISSN: 1133-0686,1863-8260
DOI: 10.1007/s11749-010-0208-0