Kalman Filtering for Interval Systems
If some system parameters such as certain elements of the system matrix are not precisely known or gradually change with time, then the Kalman filtering algorithm cannot be directly applied. In this case, robust Kalman filtering that has the ability of handling uncertainty is needed. In this chapter we introduce one of such robust Kalman filtering algorithms.
KeywordsKalman Filter Interval Function Boundary System Interval Arithmetic Interval Extension
Unable to display preview. Download preview PDF.