Performance loss and design method of Kalman filters for discrete-time linear systems with uncertainties†
作者:
YOSHIKAZU SAWARAGI,
TOHRU KATAYAMA,
期刊:
International Journal of Control
(Taylor Available online 1970)
卷期:
Volume 12,
issue 1
页码: 163-172
ISSN:0020-7179
年代: 1970
DOI:10.1080/00207177008931830
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
This paper is divided into two parts. The first part is concerned with the performance loss of the discrete-time Kalman filter designed on the basis of the model with errors in both dynamical and observation systems. The difference equation which describes the evolution of the covariance matrix of actual estimation error is derived. Some numerical results are shown as the illustration of the technique.
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