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


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
Your Session has timed out. Please sign back in to continue.





Some tools below are only available to our subscribers or users with an online account.

Related Content

Customize your page view by dragging and repositioning the boxes below.

Related Journal Articles
Related eBook Content
Topic Collections

Sorry! You do not have access to this content. For assistance or to subscribe, please contact us:

  • TELEPHONE: 1-800-843-2763 (Toll-free in the USA)
  • EMAIL: asmedigitalcollection@asme.org
Sign In