Robust Kalman Filter Design for Hybrid Systems with Norm-Bounded Unknown Nonlinearities
Date
2000
Authors
Shi, P.
Karan, M.
Kaya, C.Y.
Editors
Advisors
Journal Title
Journal ISSN
Volume Title
Type:
Conference paper
Citation
IEEE Conference on Decision and Control, 2000, vol.2, pp.1597-1598
Statement of Responsibility
Conference Name
39th IEEE Conference on Decision and Control (12 Dec 2000 - 15 Dec 2000 : AUSTRALIA, SYDNEY)
Abstract
This paper considers the filtering problem for a class of linear hybrid systems with nonlinear uncertainties and Markovian jump parameters. The unknown nonlinearities in the system are time-varying and norm-bounded. First, we show the equivalence of the norm bounded linear and nonlinear uncertainty sets. Then, instead of the original hybrid linear system with nonlinear uncertainties, we consider the same system with linear uncertainties. By using a Riccati equation approach for this new system, a robust filter is designed using two sets of coupled Riccati-like equations such that the estimation error is guaranteed to have an upper bound.