Optimal robust filtering for systems subject to uncertainties

Autor(es)

Ishihara, Joao Yoshiyuki ^[1] ; Terra, Marco Henrique ^[2] ; Cerri, Joao Paulo ^[2]

Afiliação do(s) autor(es)

^[1] Univ Brasiia, Brasilia, DF - Brazil

^[2] Univ Sao Paulo, Dept Elect Engn, Sao Carlos, SP - Brazil

• Tipo de documento: Artigo Científico
• Fonte: AUTOMATICA; v. 52, p. 111-117, FEB 2015.
• Citações Web of Science: 14

Resumo

In this paper we deal with an optimal filtering problem for uncertain discrete-time systems. Parametric uncertainties of the underlying model are assumed to be norm bounded. We propose an approach based on regularization and penalty function to solve this problem. The optimal robust filter with the respective recursive Riccati equation is written through unified frameworks defined in terms of matrix blocks. These frameworks do not depend on any auxiliary parameters to be tuned. Simulation results show the effectiveness of the robust filter proposed. (C) 2014 Elsevier Ltd. All rights reserved. (AU)

• Processo FAPESP: 03/12574-0 - Filtros de Kalman robustos para sistemas singulares
• Beneficiário: Marco Henrique Terra
• Linha de fomento: Auxílio à Pesquisa - Regular
• Processo FAPESP: 04/03826-8 - Filtros de Kalman robustos para sistemas dinâmicos singulares em tempo discreto
• Beneficiário: Aline Fernanda Bianco
• Linha de fomento: Bolsas no Brasil - Doutorado
• Processo FAPESP: 07/03484-8 - Controle robusto descentralizado de moviemtnos coordenados de robôs heterogêneos
• Beneficiário: Roberto Santos Inoue
• Linha de fomento: Bolsas no Brasil - Doutorado