Performance robustness analysis of Kalman filter for linear discrete-time systems under plant and noise uncertainty

DOI10.1080/00207729508929035zbMath0819.93071MaRDI QIDQ4698716

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Publication date: 8 August 1995

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207729508929035

zbMATH Keywords

performance; robustness; discrete-time systems; Kalman filter; noise uncertainty; structured plant uncertainty

Mathematics Subject Classification ID

93E11: Filtering in stochastic control theory

93B51: Design techniques (robust design, computer-aided design, etc.)

93C55: Discrete-time control/observation systems

93C05: Linear systems in control theory

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Cites Work

• Unnamed Item
• Stochastic processes and filtering theory
• Analysis of discrete-time Kalman filtering under incorrect noise covariances
• On the sensitivity of a discrete-time Kalman filter to plant-dynamics modelling errors
• Bounds on estimation errors of discrete-time filters under modeling uncertainty
• Sensitivity analysis of discrete filtering and smoothing algorithms
• Sensitivity analysis of discrete Kalman filters