1. On robust Kalman filter for two-dimensional uncertain linear discrete time-varying systems: A least squares method
- Author
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Hamid Reza Karimi, Yueyang Li, Steven X. Ding, Dong Zhao, and Youqing Wang
- Subjects
0209 industrial biotechnology ,Computer science ,Robust kalman filter ,020208 electrical & electronic engineering ,02 engineering and technology ,Kalman filter ,State (functional analysis) ,System model ,Constraint (information theory) ,020901 industrial engineering & automation ,Discrete time and continuous time ,Control and Systems Engineering ,Filter (video) ,Simple (abstract algebra) ,0202 electrical engineering, electronic engineering, information engineering ,Applied mathematics ,Electrical and Electronic Engineering ,Elektrotechnik - Abstract
The robust Kalman filter design problem for two-dimensional uncertain linear discrete time-varying systems with stochastic noises is investigated in this study. First, we prove that the solution to a certain deterministic regularized least squares problem constrained by the nominal two-dimensional system model is equivalent to the generalized two-dimensional Kalman filter. Then, based on this relationship, the robust state estimation problem for two-dimensional uncertain systems with stochastic noises is interpreted as a deterministic robust regularized least squares problem subject to two-dimensional dynamic constraint. Finally, by solving the robust regularized least squares problem and using a simple approximation, a recursive robust two-dimensional Kalman filter is determined. A heat transfer process serves as an example to show the properties and efficacy of the proposed filter.
- Published
- 2019
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