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

01.01.2020

Robust Filtering for Discrete Systems with Unknown Inputs and Jump Parameters

verfasst von: K. S. Kim, V. I. Smagin

Erschienen in: Automatic Control and Computer Sciences | Ausgabe 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.
Nächster Artikel Position Servo Control Method for Multi-Degree-of-Freedom Pneumatic Manipulators Based on Delayed Feedback
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Metadaten
Titel
Robust Filtering for Discrete Systems with Unknown Inputs and Jump Parameters
verfasst von
K. S. Kim
V. I. Smagin
Publikationsdatum
01.01.2020
Verlag
Pleiades Publishing
Erschienen in
Automatic Control and Computer Sciences / Ausgabe 1/2020
Print ISSN: 0146-4116
Elektronische ISSN: 1558-108X
DOI
https://doi.org/10.3103/S014641162001006X

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