Authors:
Andrey V. Savkin,
Robin J. Evans,
Efstratios Skafidas,
Volume: 1, Page 3791 Paper number 1250
Abstract:
This paper considers the sensor scheduling problem which consists of
estimating the state of an uncertain process based on measurements
obtained by switching a given set of noisy sensors. The noise and uncertainty
models considered in this paper are assumed to be unknown deterministic
functions which satisfy an energy type constraint known as an integral
quadratic constraint. The problem of optimal robust sensor scheduling
is formulated and solution to this problem is given in terms of the
existence of suitable solutions to a Riccati differential equation
of the game type and a dynamic programming equation. Furthermore,a
real time implementable method for sensor scheduling is also presented.
Authors:
Cyrille Aboky,
Jean-Claude Vivalda,
Volume: 1, Page 3797 Paper number 9026
Abstract:
In this note we give a characterization of observability for a class
of linear systems with unknown inputs.
Authors:
Vikram Krishnamurthy,
George Yin,
Volume: 1, Page 3799 Paper number 1797
Abstract:
This paper derives and analyses a recursive algorithm for maximum
aposteriori (MAP) state estimation of partially observed bilinear
systems. The recursive algorithm is based on cross-coupling two Kalman
filters, one for each component of the bilinear system.
Authors:
João B.R. do Val,
Eduardo F. Costa,
Volume: 1, Page 3801 Paper number 1950
Abstract:
The paper presents a state predictor for linear time-varying systems
using Kalman filter with the receding horizon strategy. It can be seen
as a standard Kalman filter which takes into account the most recent
data, those included in a moving data window of fixed length. The main
purpose here is to assure stability for this type of filter. Under
standard conditions we can establish a minimum horizon length for which
the closed-loop filter with the receding horizon gain is exponentially
stable. The approach makes no direct reference to the properties of
the underlying Riccati equation, which allow us to address more general
problems that can not be coined in terms of Riccati equations.
Authors:
Huanshui Zhang,
Lihua Xie,
Yeng Chai Soh,
Volume: 1, Page 3807 Paper number 1537
Abstract:
This paper is concerned with the optimal steady-state estimation for
singular stochastic discrete-time systems using a polynomial equation
approach. The key to the optimal estimation is to calculate an optimal
estimator gain matrix. The main contribution of the paper is to present
a simple method for computing the gain matrix. Our method involves
solving one simple polynomial equation which is derived based on the
uniqueness of the ARMA innovation model. The approach covers the prediction,
filtering and smoothing problems. Further, when the noise statistics
of model are not available, self-tuning estimation is performed by
identifying one ARMA innovation model.
Authors:
Xing Zhu,
Yeng Chai Soh,
Lihua Xie,
Volume: 1, Page 3813 Paper number 1392
Abstract:
In this paper, the problem of finite and infinite horizon robust Kalman
filtering for uncertain discrete-time systems is studied. The system
under consideration is subject to time-varying norm-bounded parameter
uncertainty in both the state and output matrices. The problem addressed
is the design of linear filters having an error variance with a guaranteed
upper bound for any allowed uncertainty. A novel technique is developed
for robust filter design. This technique gives necessary and sufficient
conditions to the design of robust filters over finite and infinite
horizon.
Authors:
Michael P Bask,
Alexander Medvedev,
Volume: 1, Page 3819 Paper number 1870
Abstract:
The concept of least-squares observer is revisited. Robustness properties
of this class of observers with respect to norm-bounded measurement
noise are investigated and shown to be very much dependent on the operator
chosen for the observer implementation. For the case of a harmonic
oscillator, an explicit observer parameterization in terms of the implementation
operator and the oscillator frequency is obtained, observer's existence
conditions are proven and analyzed.
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