Robust Kalman Filter Synthesis for Uncertain Multiple Time-Delay Stochastic Systems

Journal of Dynamic Systems, Measurement and Control, Transactions of the ASME - Tập 118 Số 4 - Trang 803-808 - 1996
Feng‐Hsiag Hsiao1, Shing‐Tai Pan2
1Department of Electrical Engineering, Chang Gung College of Medicine and Technology, 259, Wen-Hwa 1st Road, Kwei-San, Taoyuan Shian, Taiwan 333
2National Chiao Tung University, Department of Control Engineering, 1001, Ta Hsueh Road, Hsinchu, Taiwan 300

Tóm tắt

The problem of robust Kalman filter synthesis is considered in this present study for discrete multiple time-delay stochastic systems with parametric and noise uncertainties. A discrete multiple time-delay uncertain stochastic system can be transformed into another uncertain stochastic system with no delay by properly defining state variables. Minimax theory and Bellman-Gronwall lemma are employed on the basis of the upper norm-bounds of parametric uncertainties and noise uncertainties. A robust criterion can consequently be derived which guarantees the asymptotic stability of the uncertain stochastic system. Designed procedures are finally elaborated upon with an illustrative example.

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Thông tin xuất bản

Journal of Dynamic Systems, Measurement and Control, Transactions of the ASME

Tập 118 Số 4

803-808

Thông tin tác giả