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Automatic Control and Computer Sciences
Published in: Automatic Control and Computer Sciences 1/2020

01-01-2020

Robust Filtering for Discrete Systems with Unknown Inputs and Jump Parameters

Authors: K. S. Kim, V. I. Smagin

Published in: Automatic Control and Computer Sciences | Issue 1/2020

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Abstract

The paper deals with robust filtering algorithms for discrete systems with unknown inputs (disturbances) and Markovian jump parameter. The proposed filtering algorithm is based on the separation principle, minimization of a quadratic criterion and the use of Kalman filters with unknown input and smoothing procedures. Solving a non-stationary problem is represented solving a two-point boundary value problem in kind of difference matrix equations. In the stationary case problem is represented matrix algebraic equations. Robustness ensures the stability of the filter dynamics when errors occur in identifying the jump parameter. An example is provided to illustrate the proposed approach, which showed that the use of smoothing procedures for estimating an unknown input improves the accuracy of estimates.
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Metadata
Title
Robust Filtering for Discrete Systems with Unknown Inputs and Jump Parameters
Authors
K. S. Kim
V. I. Smagin
Publication date
01-01-2020
Publisher
Pleiades Publishing
Published in
Automatic Control and Computer Sciences / Issue 1/2020
Print ISSN: 0146-4116
Electronic ISSN: 1558-108X
DOI
https://doi.org/10.3103/S014641162001006X

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