An interval Kalman filter enhanced by lowering the covariance matrix upper bound

DOI10.34768/amcs-2021-0018zbMath1475.93113OpenAlexW3181350803MaRDI QIDQ2243623

Quoc Hung Lu, Carine Jauberthie, Louise Travé-Massuyès, Tuan Anh Tran

Publication date: 11 November 2021

Published in: International Journal of Applied Mathematics and Computer Science (Search for Journal in Brave)

Full work available at URL: https://doaj.org/article/5e01963bf771483fae4c01fcee9c8301

zbMATH Keywords

estimationuncertain linear systemsinterval analysiscovariance matrixKalman filter

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Control/observation systems with incomplete information (93C41) Linear systems in control theory (93C05)

Related Items (1)

A Kalman filter with intermittent observations and reconstruction of data losses

Uses Software

• INTLAB

Cites Work

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• State filtering for networked control systems subject to switching disturbances
• Optimal state observation using quadratic boundedness: application to UAV disturbance estimation
• Introduction to Interval Analysis
• Robust fault detection using zonotope-based set-membership consistency test
• Robust bayesian estimation for the linear model and robustifying the Kalman filter
• Nonlinear State Estimation Using Forward-Backward Propagation of Intervals in an Algorithm

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