Robust Kalman filter design via Krein space

T. H. Lee, W. S. Ra, T. S. Yoon, J. B. Park

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Abstract

We propose a new robust Kalman filter for discrete-time system with norm-bounded parametric uncertainty. The uncertainty is described by energy bound constraints, i.e., sum quadratic constraints(SQC). It is shown that the SQC can be converted into indefinite quadratic cost function to be minimized in Krein space, and it is also found that the Krein space Kalman filter is a solution of this minimization problem. Since the resulting robust Kalman filter has the same recursive structure as a nominal Kalman filter has, a robust filtering scheme can be readily designed via the proposed method. Simulation results shows the improved performance and the robustness of the proposed filter.

Original languageEnglish
Title of host publicationProceedings of the 7th International Conference on Control, Automation, Robotics and Vision, ICARCV 2002
Pages474-477
Number of pages4
Publication statusPublished - 2002 Dec 1
EventProceedings of the 7th International Conference on Control, Automation, Robotics and Vision, ICARC 2002 - Singapore, Singapore
Duration: 2002 Dec 22002 Dec 5

Publication series

NameProceedings of the 7th International Conference on Control, Automation, Robotics and Vision, ICARCV 2002

Other

OtherProceedings of the 7th International Conference on Control, Automation, Robotics and Vision, ICARC 2002
CountrySingapore
CitySingapore
Period02/12/202/12/5

All Science Journal Classification (ASJC) codes

  • Engineering(all)

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    Lee, T. H., Ra, W. S., Yoon, T. S., & Park, J. B. (2002). Robust Kalman filter design via Krein space. In Proceedings of the 7th International Conference on Control, Automation, Robotics and Vision, ICARCV 2002 (pp. 474-477). (Proceedings of the 7th International Conference on Control, Automation, Robotics and Vision, ICARCV 2002).