Modified robust finite-horizon filter for discrete-time systems with parameter uncertainties and missing measurements

DOI10.15918/J.JBIT1004-0579.201625.0116MaRDI QIDQ3180240zbMATH OpenOpenAlexFDO

Authors Lu Feng, Shunting Wang, Zhihong Deng, Bo Wang

Publication date 6 January 2017

Full work available at URL http://or.nsfc.gov.cn/bitstream/00001903-5/487901/1/1000017216720.pdf

zbMATH Keywords

Kalman filterparameter uncertaintyupper boundrobust filtermissing measurements

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Linear systems in control theory (93C05) Control/observation systems with incomplete information (93C41) Estimation and detection in stochastic control theory (93E10)

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(2)

• Recursive robust filtering with finite-step correlated process noises and missing measurements
• Robust finite-time \(\mathcal H_\infty\) filtering for uncertain systems subject to missing measurements

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