제어로봇시스템학회논문지 (Journal of Institute of Control, Robotics and Systems)

  • 제12권3호
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  • Pages.201-207
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  • 2006
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  • 1976-5622(pISSN)
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  • 2233-4335(eISSN)
제어로봇시스템학회 (Institute of Control, Robotics and Systems)
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섭동 추정 프로세스를 이용한 불확실 시스템에 대한 강인 칼만 필터링 기법

Robust Kalman Filtering with Perturbation Estimation Process-for Uncertain Systems

  • 권상주 (한국항공대학교 항공우주 및 기계공학부)
  • 발행 : 2006.03.01
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초록

A robust Kalman filtering method for uncertain stochastic systems is suggested by adopting a perturbation estimation process which is to reconstruct total uncertainty with respect to the nominal state transition equation. The predictor and corrector of discrete Kalman filter are reformulated with the perturbation estimator. Successively, the state and perturbation estimation error dynamics and the corresponding error covariance propagation equations are derived as well. Finally we have the recursive algorithm of Combined Kalman Filter-Perturbation Estimator (CKF). The proposed combined Kalman filter-perturbation estimator has the property of integrating innovations and the adaptation capability to system uncertainties. A numerical example is shown to demonstrate the effectiveness of the proposed scheme.

키워드

참고문헌

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피인용 문헌

  1. Kalman Predictive Redundancy System for Fault Tolerance of Safety-Critical Systems vol.6, pp.1, 2010, https://doi.org/10.1109/TII.2009.2020566