Delay-dependent Robust Kalman Filtering for Interval Systems with Time Delay

Chien Yu Lu; Jason Sheng Hong Tsai; Te Jen Su; Gwo Jia Jong

doi:10.1109/CDC.2003.1272412

Delay-dependent Robust Kalman Filtering for Interval Systems with Time Delay

Chien Yu Lu, Jason Sheng Hong Tsai, Te Jen Su, Gwo Jia Jong

Department of Electrical Engineering

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

1 Citation (Scopus)

Abstract

This paper studies the problem of Kalman filtering for a class of linear continuous-time interval systems with delay dependent conditions. By employing a Lyapunov-Krasovskii functional approach, it is proven that the dynamics of the estimation error is stochastically exponentially stable in the mean square. Sufficient conditions are proposed to guarantee the existence of the desired robust Kalman filters by solving linear matrix inequality which is delay-dependent. A numerical example is worked out to illustrate the validness of the theoretical results.

Original language	English
Title of host publication	Proceedings of the IEEE Conference on Decision and Control
Publisher	Institute of Electrical and Electronics Engineers Inc.
Pages	6545-6546
Number of pages	2
ISBN (Print)	0780379241
DOIs	https://doi.org/10.1109/CDC.2003.1272412
Publication status	Published - 2003
Event	42nd IEEE Conference on Decision and Control - Maui, HI, United States Duration: 2003 Dec 9 → 2003 Dec 12

Publication series

Name	Proceedings of the IEEE Conference on Decision and Control
Volume	6
ISSN (Print)	0743-1546
ISSN (Electronic)	2576-2370

Other

Other	42nd IEEE Conference on Decision and Control
Country/Territory	United States
City	Maui, HI
Period	03-12-09 → 03-12-12

All Science Journal Classification (ASJC) codes

Control and Systems Engineering
Modelling and Simulation
Control and Optimization

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10.1109/CDC.2003.1272412

Cite this

Lu, C. Y., Tsai, J. S. H., Su, T. J., & Jong, G. J. (2003). Delay-dependent Robust Kalman Filtering for Interval Systems with Time Delay. In Proceedings of the IEEE Conference on Decision and Control (pp. 6545-6546). (Proceedings of the IEEE Conference on Decision and Control; Vol. 6). Institute of Electrical and Electronics Engineers Inc.. https://doi.org/10.1109/CDC.2003.1272412

@inproceedings{b4abf2992be24c1b8a6fb18287002c6f,

title = "Delay-dependent Robust Kalman Filtering for Interval Systems with Time Delay",

abstract = "This paper studies the problem of Kalman filtering for a class of linear continuous-time interval systems with delay dependent conditions. By employing a Lyapunov-Krasovskii functional approach, it is proven that the dynamics of the estimation error is stochastically exponentially stable in the mean square. Sufficient conditions are proposed to guarantee the existence of the desired robust Kalman filters by solving linear matrix inequality which is delay-dependent. A numerical example is worked out to illustrate the validness of the theoretical results.",

author = "Lu, {Chien Yu} and Tsai, {Jason Sheng Hong} and Su, {Te Jen} and Jong, {Gwo Jia}",

year = "2003",

doi = "10.1109/CDC.2003.1272412",

language = "English",

isbn = "0780379241",

series = "Proceedings of the IEEE Conference on Decision and Control",

publisher = "Institute of Electrical and Electronics Engineers Inc.",

pages = "6545--6546",

booktitle = "Proceedings of the IEEE Conference on Decision and Control",

address = "United States",

note = "42nd IEEE Conference on Decision and Control ; Conference date: 09-12-2003 Through 12-12-2003",

}

Lu, CY, Tsai, JSH, Su, TJ & Jong, GJ 2003, Delay-dependent Robust Kalman Filtering for Interval Systems with Time Delay. in Proceedings of the IEEE Conference on Decision and Control. Proceedings of the IEEE Conference on Decision and Control, vol. 6, Institute of Electrical and Electronics Engineers Inc., pp. 6545-6546, 42nd IEEE Conference on Decision and Control, Maui, HI, United States, 03-12-09. https://doi.org/10.1109/CDC.2003.1272412

Delay-dependent Robust Kalman Filtering for Interval Systems with Time Delay. / Lu, Chien Yu; Tsai, Jason Sheng Hong; Su, Te Jen et al.
Proceedings of the IEEE Conference on Decision and Control. Institute of Electrical and Electronics Engineers Inc., 2003. p. 6545-6546 (Proceedings of the IEEE Conference on Decision and Control; Vol. 6).

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

TY - GEN

T1 - Delay-dependent Robust Kalman Filtering for Interval Systems with Time Delay

AU - Lu, Chien Yu

AU - Tsai, Jason Sheng Hong

AU - Su, Te Jen

AU - Jong, Gwo Jia

PY - 2003

Y1 - 2003

N2 - This paper studies the problem of Kalman filtering for a class of linear continuous-time interval systems with delay dependent conditions. By employing a Lyapunov-Krasovskii functional approach, it is proven that the dynamics of the estimation error is stochastically exponentially stable in the mean square. Sufficient conditions are proposed to guarantee the existence of the desired robust Kalman filters by solving linear matrix inequality which is delay-dependent. A numerical example is worked out to illustrate the validness of the theoretical results.

AB - This paper studies the problem of Kalman filtering for a class of linear continuous-time interval systems with delay dependent conditions. By employing a Lyapunov-Krasovskii functional approach, it is proven that the dynamics of the estimation error is stochastically exponentially stable in the mean square. Sufficient conditions are proposed to guarantee the existence of the desired robust Kalman filters by solving linear matrix inequality which is delay-dependent. A numerical example is worked out to illustrate the validness of the theoretical results.

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U2 - 10.1109/CDC.2003.1272412

DO - 10.1109/CDC.2003.1272412

M3 - Conference contribution

AN - SCOPUS:1542318309

SN - 0780379241

T3 - Proceedings of the IEEE Conference on Decision and Control

SP - 6545

EP - 6546

BT - Proceedings of the IEEE Conference on Decision and Control

PB - Institute of Electrical and Electronics Engineers Inc.

T2 - 42nd IEEE Conference on Decision and Control

Y2 - 9 December 2003 through 12 December 2003

ER -

Delay-dependent Robust Kalman Filtering for Interval Systems with Time Delay

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