| ชื่อเรื่อง | : | Guaranteed performance robust Kalman filter for continuous-time Markovian jump nonlinear system with uncertain noise |
| นักวิจัย | : | Zhu, Jin. , Park, Junhong. , Lee, Kwan-Soo. , Spiryagin, Maksym. |
| คำค้น | : | Kalman filtering. , TBA. , TBA. , TBA. , Noise control. , Stability. , Markov processes. , Robust Kalman filter -- Markovian jump systems -- Noise control -- Stability Uncertain noise -- Dynamic systems |
| หน่วยงาน | : | Central Queensland University, Australia |
| ผู้ร่วมงาน | : | - |
| ปีพิมพ์ | : | 2551 |
| อ้างอิง | : | http://hdl.cqu.edu.au/10018/59408 , http://dx.doi.org/10.1155/2008/583947 |
| ที่มา | : | Zhu, J, Park, J, Lee, K-S & Spiryagin, M 2008, 'Guaranteed performance robust Kalman filter for continuous-time Markovian jump nonlinear system with uncertain noise', Mathematical Problems in Engineering, volume 2008, Article ID 583947, pp. 1-12, http://dx.doi.org/10.1155/2008/583947 |
| ความเชี่ยวชาญ | : | - |
| ความสัมพันธ์ | : | Mathematical problems in engineering. United States : Hindawi Publishing Corporation, 2008. Vol. 2008, (2008), p. 1-12 12 pages Refereed 1024-123X 1563-5147 (online) , ACQUIRE [electronic resource] : Central Queensland University Institutional Repository. |
| ขอบเขตของเนื้อหา | : | - |
| บทคัดย่อ/คำอธิบาย | : | Robust Kalman filtering design for continuous-time Markovian jump nonlinear systems with uncertain noise was investigated. Because of complexity of Markovian jump systems, the statistical characteristics of system noise and observation noise arc time-varying or unmeasurable instead of being stationary. In view of robust estimation, maximum admissible upper bound of the uncertainty to noise covariance matrix was given based on system state estimation performance. As long as the noise uncertainty is limited within this bound via noise control, the Kalman filter has robustness against noise uncertainty, and stability of dynamic systems can be ensured. It is proved by game theory that this design is a robust mini-max filter. A numerical example shows the validity of this design. |
| บรรณานุกรม | : |
Zhu, Jin. , Park, Junhong. , Lee, Kwan-Soo. , Spiryagin, Maksym. . (2551). Guaranteed performance robust Kalman filter for continuous-time Markovian jump nonlinear system with uncertain noise.
กรุงเทพมหานคร : Central Queensland University, Australia. Zhu, Jin. , Park, Junhong. , Lee, Kwan-Soo. , Spiryagin, Maksym. . 2551. "Guaranteed performance robust Kalman filter for continuous-time Markovian jump nonlinear system with uncertain noise".
กรุงเทพมหานคร : Central Queensland University, Australia. Zhu, Jin. , Park, Junhong. , Lee, Kwan-Soo. , Spiryagin, Maksym. . "Guaranteed performance robust Kalman filter for continuous-time Markovian jump nonlinear system with uncertain noise."
กรุงเทพมหานคร : Central Queensland University, Australia, 2551. Print. Zhu, Jin. , Park, Junhong. , Lee, Kwan-Soo. , Spiryagin, Maksym. . Guaranteed performance robust Kalman filter for continuous-time Markovian jump nonlinear system with uncertain noise. กรุงเทพมหานคร : Central Queensland University, Australia; 2551.
|
ridm@nrct.go.th ระบบคลังข้อมูลงานวิจัยไทย รายการโปรดที่คุณเลือกไว้
