대한전기학회:학술대회논문집 (Proceedings of the KIEE Conference)
- 대한전기학회 2002년도 합동 추계학술대회 논문집 정보 및 제어부문
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- Pages.104-109
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- 2002
부정내적공간에서의 강인칼만필터 설계
Robust Kalman Filter Design in Indefinite inner product space
- Lee, Tae-Hoon (Dept. of Electrical & Electronic Eng., Yonsei University) ;
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Yoon, Tae-Sung
(Dept. of Electrical Eng., Changwon National University) ;
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Park, Jin-Bae
(Dept. of Electrical & Electronic Eng., Yonsei University)
- 발행 : 2002.11.30
초록
A new robust Kalman filter is designed for the linear discrete-time system with norm-bounded parametric uncertainties. Sum quadratic constraint, which describes the uncertainties of the system, is converted into an indefinite quadratic form to be minimized in indefinite inner product space. This minimization problem is solved by the new robust Kalman filter. Since the new filter is obtained by simply modifying the conventional Kalman filter, robust filtering scheme can be more readily designed using the proposed method in comparison with the existing robust Kalman filters. A numerical example demonstrates the robustness and the improvement of the proposed filter compared with the existing filters.
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