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TECHNICAL BRIEFS

Robust Kalman Filter Synthesis for Uncertain Multiple Time-Delay Stochastic Systems

[+] Author and Article Information
Feng-Hsiag Hsiao

Department of Electrical Engineering, Chang Gung College of Medicine and Technology, 259, Wen-Hwa 1st Road, Kwei-San, Taoyuan Shian, Taiwan 333

Shing-Tai Pan

National Chiao Tung University, Department of Control Engineering, 1001, Ta Hsueh Road, Hsinchu, Taiwan 300

J. Dyn. Sys., Meas., Control 118(4), 803-808 (Dec 01, 1996) (6 pages) doi:10.1115/1.2802363 History: Received November 01, 1993; Revised February 01, 1995; Online December 03, 2007

Abstract

The problem of robust Kalman filter synthesis is considered in this present study for discrete multiple time-delay stochastic systems with parametric and noise uncertainties. A discrete multiple time-delay uncertain stochastic system can be transformed into another uncertain stochastic system with no delay by properly defining state variables. Minimax theory and Bellman-Gronwall lemma are employed on the basis of the upper norm-bounds of parametric uncertainties and noise uncertainties. A robust criterion can consequently be derived which guarantees the asymptotic stability of the uncertain stochastic system. Designed procedures are finally elaborated upon with an illustrative example.

Copyright © 1996 by The American Society of Mechanical Engineers
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