TY - JOUR
T1 - Robust Kalman filtering for delay-dependent interval systems
AU - Tsai, Jason Sheng Hong
AU - Lu, Chien Yu
AU - Su, Te Jen
N1 - Funding Information:
This work was supported by National Science Council of Republic of China under Contracts NSC-92-2213-E-006-031 and NSC910-MOE-S-151-001.
PY - 2004/8
Y1 - 2004/8
N2 - In this paper, we study 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 exponential 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 validity of the theoretical results.
AB - In this paper, we study 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 exponential 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 validity of the theoretical results.
UR - https://www.scopus.com/pages/publications/11144268949
UR - https://www.scopus.com/pages/publications/11144268949#tab=citedBy
U2 - 10.1080/03081070410001679733
DO - 10.1080/03081070410001679733
M3 - Article
AN - SCOPUS:11144268949
SN - 0308-1079
VL - 33
SP - 431
EP - 442
JO - International Journal of General Systems
JF - International Journal of General Systems
IS - 4
ER -