A robust fixed-lag receding horizon smoother for uncertain state space models

Author:

Kwon Bokyu1,Quan Zhonghua2,Han Soohee3

Affiliation:

1. Department of Control and Instrumentation Engineering; Kangwon National University; Samcheok Korea

2. POSCO ICT; Seoul Korea

3. Department of Electrical Engineering; Konkuk University; Seoul Korea

Funder

Kangwon National University

Publisher

Wiley

Subject

Electrical and Electronic Engineering,Signal Processing,Control and Systems Engineering

Reference17 articles.

1. A new approach to linear filtering and prediction problems;Kalman;Transactions of the ASME, Journal of Basic Engineering,1960

2. Sangsuk-iam S Divergence of the discrete-time Kalman filter under incorrect noise covariances for linear periodic systems Proceedings of The 1994 American Control Conference, June 29-July 1 Baltimore, Maryland, 1994 1190 1194

3. Analysis of discrete-time Kalman filtering under incorrect noise covariances;Sangsuk-Iam;IEEE Transactions on Automatic Control,1990

4. Receding horizon recursive state estimation;Ling;IEEE Transactions on Automatic Control,1999

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