Delay-dependent Robust Kalman Filtering for Interval Systems with Time Delay

Chien-Yu Lu; Jason Sheng Hong Tsai; Te Jen Su; Gwo Jia Jong

doi:10.1109/CDC.2003.1272412

Delay-dependent Robust Kalman Filtering for Interval Systems with Time Delay

Chien-Yu Lu, Jason Sheng Hong Tsai, Te Jen Su, Gwo Jia Jong

Department of Industrial Education and Technology

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

1 Citation (Scopus)

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	https://doi.org/10.1109/CDC.2003.1272412
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

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All Science Journal Classification (ASJC) codes

Control and Systems Engineering
Modelling and Simulation
Control and Optimization

Cite this

Lu, C-Y., Tsai, J. S. H., Su, T. J., & Jong, G. J. (2003). Delay-dependent Robust Kalman Filtering for Interval Systems with Time Delay. In Proceedings of the IEEE Conference on Decision and Control (pp. 6545-6546). (Proceedings of the IEEE Conference on Decision and Control; Vol. 6). https://doi.org/10.1109/CDC.2003.1272412

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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.",

author = "Chien-Yu Lu and Tsai, {Jason Sheng Hong} and Su, {Te Jen} and Jong, {Gwo Jia}",

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Lu, C-Y, Tsai, JSH, Su, TJ & Jong, GJ 2003, Delay-dependent Robust Kalman Filtering for Interval Systems with Time Delay. in Proceedings of the IEEE Conference on Decision and Control. Proceedings of the IEEE Conference on Decision and Control, vol. 6, pp. 6545-6546, 42nd IEEE Conference on Decision and Control, Maui, HI, United States, 03-12-09. https://doi.org/10.1109/CDC.2003.1272412

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

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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.

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Access to Document

10.1109/CDC.2003.1272412