Digital Library of Zielona Góra contains 9 272 digital objects
Object
Title: An interval Kalman filter enhanced by lowering the covariance matrix upper bound
Creator:
Tran, Tuan Anh ; Jauberthie, Carine ; Trave-Massuyés, Louise ; Lu, Quoc Hung
Date:
Resource Type:
Contributor:
Korbicz, Józef (1951- ) - red. ; Uciński, Dariusz - red.
Group publication title:
Abstract:
This paper proposes a variance upper bound based interval Kalman filter that enhances the interval Kalman filter based on the same principle proposed by Tran et al. (2017) for uncertain discrete time linear models. The systems under consideration are subject to bounded parameter uncertainties not only in the state and observation matrices, but also in the covariance matrices of the Gaussian noises. ; By using the spectral decomposition of a symmetric matrix and by optimizing the gain matrix of the proposed filter, we lower the minimal upper bound on the state estimation error covariance for all admissible uncertainties. This paper contributes with an improved algorithm that provides a less conservative error covariance upper bound than the approach proposed by Tran et al. (2017). The state estimates are determined using interval analysis in order to enclose the set of all possible solutions of the classical Kalman filter consistent with the uncertainties.
Publisher:
Zielona Góra: Uniwersytet Zielonogórski
Resource Identifier:
DOI:
Pages:
Source:
AMCS, volume 31, number 2 (2021) ; click here to follow the link
Language:
License CC BY 4.0:
Rights:
Biblioteka Uniwersytetu Zielonogórskiego
Object collections:
- Repository > Faculties > Faculty of Computer, Electrical and Control Engineering
- Repository > Types of work > Articles
- Repository > Scientific journals and UZ publishing series > International Journal of Applied Mathematics and Computer Science (AMCS) > International Journal of Applied Mathematics and Computer Science (AMCS) (2021)
Last modified:
Jul 18, 2025
In our library since:
Jul 18, 2025
Number of object content hits:
18
All available object's versions:
https://zbc.uz.zgora.pl/repozytorium/publication/101353
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 31, number 1 (2021)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 31, number 2 (2021)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 31, number 3 (2021)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 31, number 4 (2021)
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| Edition name | Date |
|---|---|
| An interval Kalman filter enhanced by lowering the covariance matrix upper bound | Jul 18, 2025 |
Objects Similar
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Santana, André M. Medeiros, Adelardo A.D. Korbicz, Józef (1951- ) - red. Uciński, Dariusz - red.
