Improving the robustness of stationary kalman filter via parametric design

Steve Daley, Hong Wang

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

Abstract

This paper presents a novel design approach for a robust sub-optimal Kalman filter using parametric eigenstructure placement. Initially, a system without model uncertainty is considered, and a condition for the parametrically designed filter to be optimal is obtained. It is shown, under this condition, that there is a subset of the parametrically designed gain matrices which will also lead to a Kalman filter. For the system with structured model uncertainty, a performance functional index is constructed in which the penalty terms to both the sensitivity and the non-optimality of the filter are included. A parametrically designed gain matrix is then evaluated via standard minimisation and the so-obtained filter is shown to be sub-optimal and more robust than Kalman filter.

Original languageEnglish
Title of host publicationAmerican Control Conference
PublisherPubl by IEEE
Pages950-951
Number of pages2
ISBN (Print)0780308611, 9780780308619
DOIs
StatePublished - 1993
Externally publishedYes
EventProceedings of the 1993 American Control Conference Part 3 (of 3) - San Francisco, CA, USA
Duration: Jun 2 1993Jun 4 1993

Publication series

NameAmerican Control Conference

Conference

ConferenceProceedings of the 1993 American Control Conference Part 3 (of 3)
CitySan Francisco, CA, USA
Period06/2/9306/4/93

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