Abstract This paper focuses on the robust Kalman filtering problem for discrete-time nonlinear systems with norm-bound parameter uncertainties. An explicit solution to the robust Kalman filtering problem is presented based on a Riccati equation approach. A new Riccati equation is derived in the presence of both the parameter uncertainties and the linearization errors. The proposed filter is illustrated by simulation on a pulsar positioning system (PPS) in comparison with the standard extended Kalman filter (EKF) and the robust H filter (RHF). To facilitate the application of the robust filter, a heuristic method is proposed to estimate the bounds of the model parameter uncertainties for the considered PPS.


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    Titel :

    Robust Kalman filtering for discrete-time nonlinear systems with parameter uncertainties


    Beteiligte:
    Xiong, K. (Autor:in) / Wei, C.L. (Autor:in) / Liu, L.D. (Autor:in)

    Erschienen in:

    Erscheinungsdatum :

    2011-03-23


    Format / Umfang :

    10 pages




    Medientyp :

    Aufsatz (Zeitschrift)


    Format :

    Elektronische Ressource


    Sprache :

    Englisch





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