Filtering with nonrandom noise: invariant ellipsoids technique
نویسندگان
چکیده
Linear time-invariant filter is presented for state estimation in LTI systems with bounded noise. The filter is optimal in the sense that it guarantees minimal error bounds (minimal invariant ellipsoid for errors of filtering). Both continuous-time and discrete-time cases are covered. The key role plays LMI technique and new version of S-theorem. Double pendulum velocity estimation is considered as an example.
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تاریخ انتشار 2008