Linear Systems

5

Robust Non-Fragile Kalman Filtering with Norm-Bounded Gain Uncertainty

5.1    Introduction

The Kalman filtering is a very popular approach for estimating the states of a nominal system by using past measurements due to its simplicity, optimality, tractability, and robustness [4,73,82]. A great number of results on the Kalman filter have been reported, and different approaches have been proposed [see 10, 51, 69, 110, 115, 139, and the references therein]. Noting that in the above-mentioned works on the filter designs, an implicit assumption is that the filter will be implemented exactly. However, inaccuracies or uncertainties do occur in the implementation of a designed filter or controller due to, among other things, round-off errors in ...