Abstract
This paper studies the problem of Kalman filtering for a class of linear continuous-time interval systems with delay dependent conditions. By employing a Lyapunov-Krasovskii functional approach, it is proven that the dynamics of the estimation error is stochastically exponentially stable in the mean square. Sufficient conditions are proposed to guarantee the existence of the desired robust Kalman filters by solving linear matrix inequality which is delay-dependent. A numerical example is worked out to illustrate the validness of the theoretical results.
| Original language | English |
|---|---|
| Title of host publication | Proceedings of the IEEE Conference on Decision and Control |
| Pages | 6545-6546 |
| Number of pages | 2 |
| DOIs | |
| Publication status | Published - 2003 Dec 1 |
| Event | 42nd IEEE Conference on Decision and Control - Maui, HI, United States Duration: 2003 Dec 9 → 2003 Dec 12 |
Publication series
| Name | Proceedings of the IEEE Conference on Decision and Control |
|---|---|
| Volume | 6 |
| ISSN (Print) | 0191-2216 |
Other
| Other | 42nd IEEE Conference on Decision and Control |
|---|---|
| Country | United States |
| City | Maui, HI |
| Period | 03-12-09 → 03-12-12 |
Fingerprint
All Science Journal Classification (ASJC) codes
- Control and Systems Engineering
- Modelling and Simulation
- Control and Optimization
Cite this
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Delay-dependent Robust Kalman Filtering for Interval Systems with Time Delay. / Lu, Chien-Yu; Tsai, Jason Sheng Hong; Su, Te Jen; Jong, Gwo Jia.
Proceedings of the IEEE Conference on Decision and Control. 2003. p. 6545-6546 (Proceedings of the IEEE Conference on Decision and Control; Vol. 6).Research output: Chapter in Book/Report/Conference proceeding › Conference contribution
TY - GEN
T1 - Delay-dependent Robust Kalman Filtering for Interval Systems with Time Delay
AU - Lu, Chien-Yu
AU - Tsai, Jason Sheng Hong
AU - Su, Te Jen
AU - Jong, Gwo Jia
PY - 2003/12/1
Y1 - 2003/12/1
N2 - This paper studies the problem of Kalman filtering for a class of linear continuous-time interval systems with delay dependent conditions. By employing a Lyapunov-Krasovskii functional approach, it is proven that the dynamics of the estimation error is stochastically exponentially stable in the mean square. Sufficient conditions are proposed to guarantee the existence of the desired robust Kalman filters by solving linear matrix inequality which is delay-dependent. A numerical example is worked out to illustrate the validness of the theoretical results.
AB - This paper studies the problem of Kalman filtering for a class of linear continuous-time interval systems with delay dependent conditions. By employing a Lyapunov-Krasovskii functional approach, it is proven that the dynamics of the estimation error is stochastically exponentially stable in the mean square. Sufficient conditions are proposed to guarantee the existence of the desired robust Kalman filters by solving linear matrix inequality which is delay-dependent. A numerical example is worked out to illustrate the validness of the theoretical results.
UR - http://www.scopus.com/inward/record.url?scp=1542318309&partnerID=8YFLogxK
UR - http://www.scopus.com/inward/citedby.url?scp=1542318309&partnerID=8YFLogxK
U2 - 10.1109/CDC.2003.1272412
DO - 10.1109/CDC.2003.1272412
M3 - Conference contribution
AN - SCOPUS:1542318309
SN - 0780379241
T3 - Proceedings of the IEEE Conference on Decision and Control
SP - 6545
EP - 6546
BT - Proceedings of the IEEE Conference on Decision and Control
ER -