Advertisement

Robust Kalman Filtering for Signals and Systems with Large Uncertainties

  • Ian R. Petersen
  • Andrey V. Savkin

Part of the Control Engineering book series (CONTRENGIN)

Table of contents

  1. Front Matter
    Pages i-x
  2. Ian R. Petersen, Andrey V. Savkin
    Pages 1-9
  3. Ian R. Petersen, Andrey V. Savkin
    Pages 11-34
  4. Ian R. Petersen, Andrey V. Savkin
    Pages 35-55
  5. Ian R. Petersen, Andrey V. Savkin
    Pages 57-69
  6. Ian R. Petersen, Andrey V. Savkin
    Pages 71-87
  7. Ian R. Petersen, Andrey V. Savkin
    Pages 89-105
  8. Ian R. Petersen, Andrey V. Savkin
    Pages 107-129
  9. Ian R. Petersen, Andrey V. Savkin
    Pages 131-144
  10. Ian R. Petersen, Andrey V. Savkin
    Pages 145-151
  11. Ian R. Petersen, Andrey V. Savkin
    Pages 153-172
  12. Ian R. Petersen, Andrey V. Savkin
    Pages 173-183
  13. Ian R. Petersen, Andrey V. Savkin
    Pages 201-207
  14. Back Matter
    Pages 185-200

About this book

Introduction

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.

Keywords

Kalman filter control engineering design development filter filtering filters signal processing stability systems and signals

Authors and affiliations

  • Ian R. Petersen
    • 1
  • Andrey V. Savkin
    • 2
  1. 1.School of Electrical Engineering Australian Defence Force AcademyUniversity of New South WalesCanberraAustralia
  2. 2.Department of Electrical and Electronic EngineeringUniversity of Western AustraliaNedlandsAustralia

Bibliographic information

Industry Sectors
Pharma
Automotive
Biotechnology
Finance, Business & Banking
Electronics
IT & Software
Telecommunications
Consumer Packaged Goods
Aerospace
Oil, Gas & Geosciences
Engineering