Autor:

Tran, Tuan Anh ; Jauberthie, Carine ; Trave-Massuyés, Louise ; Lu, Quoc Hung

Współtwórca:

Korbicz, Józef (1951- ) - red. ; Uciński, Dariusz - red.

Tytuł:

An interval Kalman filter enhanced by lowering the covariance matrix upper bound

Tytuł publikacji grupowej:

AMCS, volume 31 (2021)

Temat i słowa kluczowe:

uncertain linear systems ; Kalman filters ; interval analysis ; estimation ; covariance matrix

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.

Wydawca:

Zielona Góra: Uniwersytet Zielonogórski

Data wydania:

2021

Typ zasobu:

artykuł

DOI:

10.34768/amcs-2021-0018

Strony:

259-269

Źródło:

AMCS, volume 31, number 2 (2021) ; kliknij tutaj, żeby przejść

Jezyk:

eng

Licencja CC BY 4.0:

kliknij tutaj, żeby przejść

Prawa do dysponowania publikacją:

Biblioteka Uniwersytetu Zielonogórskiego