標題: Robust Kalman filter synthesis for uncertain multiple time-delay stochastic systems
作者: Hsiao, FH
Pan, ST
電控工程研究所
Institute of Electrical and Control Engineering
公開日期: 1-十二月-1996
摘要: The problem of robust Kalman filter synthesis is considered in this present study for discrete multiple time-delay stochastic systems with parametric and noise uncertainties. A discrete multiple time-delay uncertain stochastic system can be transformed into another uncertain stochastic system with no delay by properly defining state variables. Minimax theory and Bellman-Gronwall lemma are employed on the basis of the upper norm-bounds of parametric uncertainties and noise uncertainties. A robust criterion can consequently be derived which guarantees the asymptotic stability of the uncertain stochastic system. Designed procedures are finally elaborated upon with an illustrative example.
URI: http://hdl.handle.net/11536/895
ISSN: 0022-0434
期刊: JOURNAL OF DYNAMIC SYSTEMS MEASUREMENT AND CONTROL-TRANSACTIONS OF THE ASME
Volume: 118
Issue: 4
起始頁: 803
結束頁: 808
顯示於類別:期刊論文


文件中的檔案:

  1. A1996VZ43700025.pdf