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Control Engineering

Robust Kalman Filtering for Signals and Systems with Large Uncertainties

Authors: Petersen, Ian, Savkin, Andrey V.

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About this book

A significant shortcoming of the state space control theory that emerged in the 1960s was its lack of concern for the issue of robustness. However, in the design of feedback control systems, robustness is a critical issue. These facts led to great activity in the research area of robust control theory. One of the major developments of modern control theory was the Kalman Filter and hence the development of a robust version of the Kalman Filter has become an active area of research. Although the issue of robustness in filtering is not as critical as in feedback control (where there is always the issue of instability to worry about), research on robust filtering and state estimation has remained very active in recent years. However, although numerous books have appeared on the topic of Kalman filtering, this book is one of the first to appear on robust Kalman filtering. Most of the material presented in this book derives from a period of research collaboration between the authors from 1992 to 1994. However, its origins go back earlier than that. The first author (LR. P. ) became in­ terested in problems of robust filtering through his research collaboration with Dr. Duncan McFarlane. At this time, Dr. McFarlane was employed at the Melbourne Research Laboratories ofBHP Ltd. , a large Australian min­ erals, resources, and steel processing company.

Reviews

"The book is primarily a research monograph which presents, in a unified fashion, some recent research on robust Kalman filtering. The book is intended for researchers in robust control and filtering theory, advanced postgraduate students, and engineers with an interest in applying the latest techniques of robust Kalman filtering. Robust Kalman filtering extends the Kalman filtering and the extended Kalman filtering to systems that contain uncertain parameters in addition to the usual white Gaussian noise…. Several examples are given, showing the robust Kalman filters outperforming the regular Kalman filter or the extended Kalman filter. Each of the first ten chapters covers a specific topic, usually with a major theorem characterizing the robust filter followed by an example. The final chapter addresses its application to a particular problem." —Zentralblatt Math


Table of contents (12 chapters)

  • Introduction

    Petersen, Ian R. (et al.)

    Pages 1-9

  • Continuous-Time Quadratic Guaranteed Cost Filtering

    Petersen, Ian R. (et al.)

    Pages 11-34

  • Discrete-Time Quadratic Guaranteed Cost Filtering

    Petersen, Ian R. (et al.)

    Pages 35-55

  • Continuous-Time Set-Valued State Estimation and Model Validation

    Petersen, Ian R. (et al.)

    Pages 57-69

  • Discrete-Time Set-Valued State Estimation

    Petersen, Ian R. (et al.)

    Pages 71-87

Buy this book

eBook $89.00
price for USA (gross)
  • ISBN 978-1-4612-1594-3
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Softcover $119.00
price for USA
valid through October 16, 2017
  • ISBN 978-1-4612-7209-0
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
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Bibliographic Information

Bibliographic Information
Book Title
Robust Kalman Filtering for Signals and Systems with Large Uncertainties
Authors
Series Title
Control Engineering
Copyright
1999
Publisher
Birkhäuser Basel
Copyright Holder
Springer Science+Business Media New York
eBook ISBN
978-1-4612-1594-3
DOI
10.1007/978-1-4612-1594-3
Softcover ISBN
978-1-4612-7209-0
Series ISSN
2373-7719
Edition Number
1
Number of Pages
X, 207
Topics