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Kalman Filtering for Interval Systems

  • Charles K. Chui
  • Guanrong Chen
Part of the Springer Series in Information Sciences book series (SSINF, volume 17)

Abstract

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.

Keywords

Kalman Filter Interval Function Boundary System Interval Arithmetic Interval Extension 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer-Verlag Berlin Heidelberg 1999

Authors and Affiliations

  • Charles K. Chui
    • 1
  • Guanrong Chen
    • 2
  1. 1.Department of Mathematics, and Department of Electrical EngineeringTexas A&M UniversityCollege StationUSA
  2. 2.Department of Electrical and Computer EngineeringUniversity of HoustonHoustonUSA

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