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http://dx.doi.org/10.5302/J.ICROS.2006.12.3.201

Robust Kalman Filtering with Perturbation Estimation Process-for Uncertain Systems  

Kwon Sang-Joo (한국항공대학교 항공우주 및 기계공학부)
Publication Information
Journal of Institute of Control, Robotics and Systems / v.12, no.3, 2006 , pp. 201-207 More about this Journal
Abstract
A robust Kalman filtering method for uncertain stochastic systems is suggested by adopting a perturbation estimation process which is to reconstruct total uncertainty with respect to the nominal state transition equation. The predictor and corrector of discrete Kalman filter are reformulated with the perturbation estimator. Successively, the state and perturbation estimation error dynamics and the corresponding error covariance propagation equations are derived as well. Finally we have the recursive algorithm of Combined Kalman Filter-Perturbation Estimator (CKF). The proposed combined Kalman filter-perturbation estimator has the property of integrating innovations and the adaptation capability to system uncertainties. A numerical example is shown to demonstrate the effectiveness of the proposed scheme.
Keywords
robust Kalman filter; perturbation estimator; discrete-time system;
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Times Cited By KSCI : 1  (Citation Analysis)
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