Automatica (Journal of IFAC)
Automatica (Journal of IFAC)
Dynamic edge tracing: Boundary identification in medical images
Computer Vision and Image Understanding
Robust filtering with randomly varying sensor delay: the finite-horizon case
IEEE Transactions on Circuits and Systems Part I: Regular Papers
H∞ filtering with stochastic sampling
Signal Processing
A discrete-time robust extended Kalman filter
ACC'09 Proceedings of the 2009 conference on American Control Conference
Characterization of Exponential Divergence of the Kalman Filter for Time-Varying Systems
SIAM Journal on Control and Optimization
Robust filtering of process in the stationary difference stochastic system
Automation and Remote Control
Robust filtering under stochastic parametric uncertainties
Automatica (Journal of IFAC)
Automatica (Journal of IFAC)
| Hi-index | 35.69 |
We present a robust recursive Kalman filtering algorithm that addresses estimation problems that arise in linear time-varying systems with stochastic parametric uncertainties. The filter has a one-step predictor-corrector structure and minimizes an upper bound of the mean square estimation error at each step, with the minimization reduced to a convex optimization problem based on linear matrix inequalities. The algorithm is shown to converge when the system is mean square stable and the state space matrices are time invariant. A numerical example consisting of equalizer design for a communication channel demonstrates that our algorithm offers considerable improvement in performance when compared with conventional Kalman filtering techniques