Robust Kalman Filtering For Signals and Systems with Large Uncertainties

by Ian R. Petersen, Andrey V. Savkin, Andrey Savkin (Editor)

Overview

1 Introduction.- 2 Continuous-Time Quadratic Guaranteed Cost Filtering.- 3 Discrete-Time Quadratic Guaranteed Cost Filtering.- 4 Continuous-Time Set-Valued State Estimation and Model Validation.- 5 Discrete-Time Set-Valued State Estimation.- 6 Robust State Estimation with Discrete and Continuous Measurements.- 7 Set-Valued State Estimation with Structured Uncertainty.- 8 Robust H? Filtering with Structured Uncertainty.- 9 Robust Fixed Order H? Filtering.- 10 Set-Valued State Estimation for Nonlinear Uncertain Systems.- 11 Robust Filtering Applied to Induction Motor Control.- References.

Product Details

ISBN-13:	9780817640897
Publisher:	Birkhauser Verlag
Publication date:	11/10/1999
Series:	Control Engineering Series
Pages:	210
Product dimensions:	6.35(w) x 9.55(h) x 0.58(d)

Table of Contents

Preface
1 Introduction
The Kalman Filter
Robust State Estimation
Guaranteed Cost State Estimation
Set-Valued State Estimation
Discrete-Continuous Data
Structured Uncertainty
Nonlinear Systems
Model Validation For Uncertain Systems
Robust H^∞ Filtering
Applications of Robust Kalman Filtering
2 Continuous-Time Quadratic Guaranteed Cost Filtering
Introduction
A Guaranteed Cost State Estimation Problem
Preliminary Results
Optimal Guaranteed Cost Filter Design
Illustrative Example
3 Discrete-Time Quadratic Guaranteed Cost Filtering
Introduction
Discrete-Time Quadratic Guaranteed Cost Filtering
Preliminary Results
Discrete-Time Optimal Guaranteed Cost Filter Design
Illustrative Example
4 Continuous-Time Set-Valued State Estimation and Model Validation
Introduction
Model Validation and Set-Valued State Estimation Problem Statements
Design of Set-Valued State Estimator
Time Invariant Set-Valued State Estimation
5 Discrete-Time Set-Valued State Estimation
Introduction
Sum Quadratic Constraint Uncertainty Description
Design of Discrete-Time Set-Valued State Estimator
Discrete-Time Uncertain Systems with Missing Data
Design of a Set-Valued State Estimator with Missing Data
A Robust Deconvolution Problem
A Robust Deconvolution Problem with Missing Data
6 Robust State Estimation with Discrete and Continuous Measurements
Introduction
Uncertain Systems with Discrete and Continuous Measurements
Design of a Hybrid Set-Valued State Estimator
Uncertain Systems with Missing Data
ModelValidation and State Estimation with Missing Discrete-Continuous Data
7 Set-Valued State Estimation with Structured Uncertainty
Introduction
Averaged Integral Quadratic Constraints
S-Procedure for Averaged Integral Quadratic Constraints
Design of a Set-Valued State Estimator
Illustrative Example
8 Robust H^∞ Filtering with Structured Uncertainty
Introduction
Robust H^∞ Filtering
S-Procedure for Nonlinear Uncertain Systems on an Infinite Time Interval
Design of Robust H^∞ Filters
9 Robust Fixed Order H^∞ Filtering
Introduction
Fixed Order H^∞ Filters
Nonlinear versus Linear Fixed Order Filtering
10 Set-Valued State Estimation for Nonlinear Uncertain Systems
Introduction
Problem Formulation
The State Estimator
A Robust Extended Kalman Filter
Local Results for the Robust Extended Kalman Filter
Illustrative Example
11 Robust Filtering Applied to Induction Motor Control
Introduction
State Feedback Torque Control of Induction Motors
A Robust Kalman Filter for the Induction Motor
Simulation and Experimental Results
Discussion
References
Index