Robust Kalman Filtering For Signals and Systems with Large Uncertainties (Control Engineering)

Cover......Page 1
Control Engineering Series......Page 2
Title Page......Page 3
Publication Data......Page 4
Contents......Page 5
Preface......Page 9
1.1 The Kalman Fllter......Page 11
1.2 Robust State Estimation......Page 12
1.4 Set-Valued State Estimation......Page 13
1.4.2 Structured Uncertanity......Page 15
1.5 Model Vahdation for Uncertain Systems......Page 16
1.6 Robust H-inf Filtering......Page 17
1.7 Applications of Robust Kalman Filtering......Page 18
2.1 Introduction......Page 21
2.2 A Guaranteed Cost State Estimation Problem......Page 22
2.3 Preliminary Results......Page 27
2.4 Optimal Guaranteed Cost Filter Design......Page 33
2.5 Illustrative Example......Page 42
3.1 Introduction......Page 45
3.2 Discrete-Time Quadratic Guaranteed Cost Filtering......Page 46
3.3 Preliminary Results......Page 50
3.4 Discrete-Time Optimal Guaranteed Cost Filter Design......Page 53
3.5 Illustrative Example......Page 61
4.1 Introduction......Page 67
4.2 Model Validation and Set-Valued State Estimation Problem Statements......Page 69
4.3 Design of Set-Valued State Estimator......Page 72
4.4 Time Invanant Set-Valued State Estimation......Page 78
5.1 Introduction......Page 81
5.2 Sum Quadratic Constraint Uncertainty Descnption......Page 82
5.3 Design of Discrete-Time Set-Valued State Estimator......Page 84
5.4 Discrete-Time Uncertain Systems with Missing Data......Page 88
5.5 Design of a Set-Valued State Estimator with Missing Data......Page 89
5.6 A Robust Deconvolution Problem......Page 92
5.7 A Robust Deconvolution Problem with Missing Data......Page 94
6.1 Introduction......Page 99
6.2 Uncertain Systems with Discrete and Continuous Measurements......Page 101
6.3 Design of a Hybrid Set-Valued State Estimator......Page 103
6.4 Uncertain Systems with Missing Data......Page 110
6.5 Model Validation and State Estimation with Missing Discrete-Continuous Data......Page 112
7.1 Introduction......Page 117
7.2 Averaged Integral Quadratic Constraints......Page 119
7.3 S-Procedure for Averaged Integral Quadratic Constraints......Page 123
7.4 Design of a Set-Valued State Estimator......Page 128
7.5 Illustrative Example......Page 135
8.1 Introduction......Page 141
8.2 Robust H-inf Filtering......Page 142
8.3 S-Procedure for NonlInear Uncertain Systems on an Infinite Time Interval......Page 146
8.4 Design of Robust H-inf  Filters......Page 149
9.1 Introduction......Page 155
9.2 Fixed Order H-inf Filters......Page 156
9.3 Nonlinear versus Linear Fixed Order Filtering......Page 157
10.1 Introduction......Page 163
10.2 Problem Formulation......Page 164
10.3 The State Estimator......Page 166
10.4 A Robust Extended Kalman Filter......Page 168
10.5 Local Results for the Robust Extended Kalman Filter......Page 171
10.6 Illustrative Example......Page 180
11.1 Introduction......Page 183
11.2 State Feedback Torque Control of Induction Motors......Page 184
11.3 A Robust Kalman Filter for the Induction Motor......Page 186
11.4 Simulation and Experimental Results......Page 188
11.5 Discussion......Page 191
References......Page 195
Index......Page 209