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
T2 - 42nd IEEE Conference on Decision and Control
Y2 - 9 December 2003 through 12 December 2003
ER -