Spatial discretization error in Kalman filtering for discrete-time infinite dimensional systems
نویسندگان
چکیده
منابع مشابه
Kalman filtering for fuzzy discrete time dynamic systems
This paper uses Kalman filter theory to design a state estimator for noisy discrete time Takagi–Sugeno (T–S) fuzzy models. One local filter is designed for each local linear model using standard Kalman filter theory. Steady state solutions can be found for each of the local filters. Then a linear combination of the local filters is used to derive a global filter. The local filters are time-inva...
متن کاملInfinite-Dimensional Filtering: The Kalman-Bucy Filter in Hilbert Space
We examine the question of determining the "best" linear filter, in an expected squared error sense, for a signal generated by stochastic linear differential equation on a Hilbert space. Our results, which extend the development in Kalman and Bucy (1960), rely heavily on the integration theory for Banach-space-valued functions of Dunford and Schwartz (1958). In order to derive the Kalman-Bucy f...
متن کاملGPS/INS Integration for Vehicle Navigation based on INS Error Analysis in Kalman Filtering
The Global Positioning System (GPS) and an Inertial Navigation System (INS) are two basic navigation systems. Due to their complementary characters in many aspects, a GPS/INS integrated navigation system has been a hot research topic in the recent decade. The Micro Electrical Mechanical Sensors (MEMS) successfully solved the problems of price, size and weight with the traditional INS. Therefore...
متن کاملContinuous-Discrete Unscented Kalman Filtering
The unscented Kalman filter (UKF) is formulated for the continuous-discrete state space model. The exact moment equations are solved approximately by using the unscented transform (UT) and the measurement update is obtained by computing the normal correlation, again using the UT. In contrast to the usual treatment, the system and measurement noise sequences are included from the start and are n...
متن کاملTitle Robust Kalman filtering for discrete time-varying uncertain systems with multiplicative noises
In this note, a robust finite-horizon Kalman filter is designed for discrete time-varying uncertain systems with both additive and multiplicative noises. The system under consideration is subject to both deterministic and stochastic uncertainties. Sufficient conditions for the filter to guarantee an optimized upper bound on the state estimation error variance for admissible uncertainties are es...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: IMA Journal of Mathematical Control and Information
سال: 2017
ISSN: 0265-0754,1471-6887
DOI: 10.1093/imamci/dnx015