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Robust Kalman Filtering For Signals and Systems with Large Uncertainties (Control Engineering)
 
 
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Robust Kalman Filtering For Signals and Systems with Large Uncertainties (Control Engineering) [Hardcover]

Ian R. Petersen (Author), Andrey V. Savkin (Author)


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Book Description

0817640894 978-0817640897 November 10, 1999 1
The Kalman Filter gives an optimal estimate of the state of the given process based on output measurements. The aim of this text is to cover the theory of robust state estimation for the case in which the process model contains significant uncertainties and non-linearities.

Editorial Reviews

Review

"The book is primarily a research monograph which presents, in a unified fashion, some recent research on robust Kalman filtering. The book is intended for researchers in robust control and filtering theory, advanced postgraduate students, and engineers with an interest in applying the latest techniques of robust Kalman filtering. Robust Kalman filtering extends the Kalman filtering and the extended Kalman filtering to systems that contain uncertain parameters in addition to the usual white Gaussian noise…. Several examples are given, showing the robust Kalman filters outperforming the regular Kalman filter or the extended Kalman filter. Each of the first ten chapters covers a specific topic, usually with a major theorem characterizing the robust filter followed by an example. The final chapter addresses its application to a particular problem." —Zentralblatt Math

Product Details

  • Hardcover: 210 pages
  • Publisher: Birkhäuser Boston; 1 edition (November 10, 1999)
  • Language: English
  • ISBN-10: 0817640894
  • ISBN-13: 978-0817640897
  • Product Dimensions: 9.6 x 6.4 x 0.6 inches
  • Shipping Weight: 14.9 ounces
  • Amazon Best Sellers Rank: #2,719,863 in Books (See Top 100 in Books)

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Inside This Book (learn more)
First Sentence:
One of the most significant ideas to emerge in the area of systems and control theory is the Kalman Filter. Read the first page
Key Phrases - Statistically Improbable Phrases (SIPs): (learn more)
cost state estimator, sum quadratic constraint, sign indefinite quadratic cost function, constraint uncertainty description, induction motor control scheme, robust state estimation problem, mean square error bound, missing measurement data, incompleteness matrix, averaged integral quadratic constraints, uncertain system model, guaranteed cost filtering, norm bound condition, model validation problem, robust state estimator, induction motor controller, following integral quadratic constraint, filter state equations, strict bounded real lemma, homogeneous quadratic functional, state estimation results, guaranteed cost control, optimal tracking problem, uncertain systems, model validation results
Key Phrases - Capitalized Phrases (CAPs): (learn more)
Notation Let, Linear Fixed Order Filtering, Weiner Filter, Proof Given
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