In this paper, we study the problem of finite horizon Kalman filtering for systems involving a norm-bounded uncertain block. A new technique is presented for robust Kalman filter design. This technique involves using multiple scaling parameters which can be optimized by solving a semidefinite program. The use of optimized scaling parameters leads to an improved design. Also proposed is a recursive design method which can be applied to real-time applications.
|Original language||English (US)|
|Number of pages||6|
|Journal||Proceedings of the IEEE Conference on Decision and Control|
|State||Published - Dec 1 1999|
|Event||The 38th IEEE Conference on Decision and Control (CDC) - Phoenix, AZ, USA|
Duration: Dec 7 1999 → Dec 10 1999