| ชื่อเรื่อง | : | Robust extended Kalman filter of discrete-time Markovian jump nonlinear system under uncertain noise |
| นักวิจัย | : | Zhu, Jin. , Park, Junhong. , Lee, Kwan-Soo. , Spiryagin, Maksym. |
| คำค้น | : | Kalman filtering. , Pure basic research. , 889999 Transport not elsewhere classified. , 090699 Electrical and Electronic Engineering not elsewhere classified. , Discrete-time systems. , Noise control. , Markov procsses. , Discrete-time Markovian jump system -- Robust Kalman filter -- Noise uncertainty |
| หน่วยงาน | : | Central Queensland University, Australia |
| ผู้ร่วมงาน | : | - |
| ปีพิมพ์ | : | 2551 |
| อ้างอิง | : | http://hdl.cqu.edu.au/10018/61750 |
| ที่มา | : | Zhu, J, Park, J, Lee, KS & Spiryagin, M 2008, 'Robust extended Kalman filter of discrete-time Markovian jump nonlinear system under uncertain noise', Journal of Mechanical Science and Technology, vol. 22, no. 6, pp.1132-1139. http://dx.doi.org/10.1007/s12206-007-1048-z |
| ความเชี่ยวชาญ | : | - |
| ความสัมพันธ์ | : | Journal of mechanical science and technology. Germany : Springer, 2008. Vol. 22, no. 6 (2008), p. 1132-1139 8 pages Refereed 1738-494X , ACQUIRE [electronic resource] : Central Queensland University Institutional Repository. |
| ขอบเขตของเนื้อหา | : | - |
| บทคัดย่อ/คำอธิบาย | : | This paper examines the problem of robust extended Kalman fIlter design for discrete-time Markovian jump nonlinear systems with noise uncertainty. Because of the existence of stochastic Markovian switching, the state and measurement equations of underlying system are subject to uncertain noise whose covariance matrices are time-varying or un-measurable instead of stationary. First, based on the expression of fIltering performance deviation, admissible uncertainty of noise covariance matrix is given. Secondly, two forms of noise uncertainty are taken into account: Non-Structural and Structural. It is proved by applying game theory that this fIlter design is a robust mini-max fIlter. A numerical example shows the validity of the method. |
| บรรณานุกรม | : |
Zhu, Jin. , Park, Junhong. , Lee, Kwan-Soo. , Spiryagin, Maksym. . (2551). Robust extended Kalman filter of discrete-time Markovian jump nonlinear system under uncertain noise.
กรุงเทพมหานคร : Central Queensland University, Australia. Zhu, Jin. , Park, Junhong. , Lee, Kwan-Soo. , Spiryagin, Maksym. . 2551. "Robust extended Kalman filter of discrete-time Markovian jump nonlinear system under uncertain noise".
กรุงเทพมหานคร : Central Queensland University, Australia. Zhu, Jin. , Park, Junhong. , Lee, Kwan-Soo. , Spiryagin, Maksym. . "Robust extended Kalman filter of discrete-time Markovian jump nonlinear system under uncertain noise."
กรุงเทพมหานคร : Central Queensland University, Australia, 2551. Print. Zhu, Jin. , Park, Junhong. , Lee, Kwan-Soo. , Spiryagin, Maksym. . Robust extended Kalman filter of discrete-time Markovian jump nonlinear system under uncertain noise. กรุงเทพมหานคร : Central Queensland University, Australia; 2551.
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