Robust finite-horizon filtering for stochastic systems with missing measurements

In this letter, we consider the robust finite-horizon filtering problem for a class of discrete time-varying systems with missing measurements and norm-bounded parameter uncertainties. The missing measurements are described by a binary switching sequence satisfying a conditional probability distribu...

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Veröffentlicht in:	IEEE signal processing letters 2005-06, Vol.12 (6), p.437-440
Hauptverfasser:	Zidong Wang, Fuwen Yang, Ho, D.W.C., Xiaohui Liu
Format:	Artikel
Sprache:	eng
Schlagworte:	Filtering Filters Kalman filtering Measurement uncertainty missing measurements parameter uncertainty Probability distribution robust filtering Robustness State estimation Stochastic systems Time varying systems Uncertain systems Upper bound
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