Krein space approach to robust filtering for multiple uncertain systems

Jin Feng; Fei Yu; Na Yang; Pengyu Zhang; Wei Gao; Xin Zhang

doi:10.1109/ICAL.2011.6024732

Krein space approach to robust filtering for multiple uncertain systems

Jin Feng^*
, Fei Yu
, Na Yang
, Pengyu Zhang
, Wei Gao
, Xin Zhang

^*Corresponding author for this work

Harbin Engineering University

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

4 Scopus citations

Abstract

In this paper, a new Krein space approach to robust filtering for linear systems with multiple uncertainties is developed. The multiple uncertainties satisfy the energy-type constraints, entering into both state and measurement equations. The proposed approach is used to tackle the sub-optimization problem arising from a sum quadratic constraint (SQC) of system uncertainties. To this end, a novel Krein space formal system is designed. Then recursive estimation is derived from the formal system. Also, the necessary and sufficient condition for the estimation to be optimal is proposed. Finally, a numerical example is given to demonstrate the effectiveness of the proposed approach.

Original language	English
Title of host publication	2011 IEEE International Conference on Automation and Logistics, ICAL 2011
Pages	304-308
Number of pages	5
DOIs	https://doi.org/10.1109/ICAL.2011.6024732
State	Published - 2011
Externally published	Yes
Event	2011 IEEE International Conference on Automation and Logistics, ICAL 2011 - Chongqing, China Duration: 15 Aug 2011 → 16 Aug 2011

Publication series

Name	IEEE International Conference on Automation and Logistics, ICAL
ISSN (Print)	2161-8151

Conference

Conference	2011 IEEE International Conference on Automation and Logistics, ICAL 2011
Country/Territory	China
City	Chongqing
Period	15/08/11 → 16/08/11

Keywords

Krein space linear estimation
Linear system
multiple uncertainty
sum quadratic constraint

Access to Document

10.1109/ICAL.2011.6024732

Cite this

@inproceedings{392dee53b81b4fd28214c9f7d81c9479,

title = "Krein space approach to robust filtering for multiple uncertain systems",

abstract = "In this paper, a new Krein space approach to robust filtering for linear systems with multiple uncertainties is developed. The multiple uncertainties satisfy the energy-type constraints, entering into both state and measurement equations. The proposed approach is used to tackle the sub-optimization problem arising from a sum quadratic constraint (SQC) of system uncertainties. To this end, a novel Krein space formal system is designed. Then recursive estimation is derived from the formal system. Also, the necessary and sufficient condition for the estimation to be optimal is proposed. Finally, a numerical example is given to demonstrate the effectiveness of the proposed approach.",

keywords = "Krein space linear estimation, Linear system, multiple uncertainty, sum quadratic constraint",

author = "Jin Feng and Fei Yu and Na Yang and Pengyu Zhang and Wei Gao and Xin Zhang",

year = "2011",

doi = "10.1109/ICAL.2011.6024732",

language = "英语",

isbn = "9781457703010",

series = "IEEE International Conference on Automation and Logistics, ICAL",

pages = "304--308",

booktitle = "2011 IEEE International Conference on Automation and Logistics, ICAL 2011",

note = "2011 IEEE International Conference on Automation and Logistics, ICAL 2011 ; Conference date: 15-08-2011 Through 16-08-2011",

}

Feng, J, Yu, F, Yang, N, Zhang, P, Gao, W & Zhang, X 2011, Krein space approach to robust filtering for multiple uncertain systems. in 2011 IEEE International Conference on Automation and Logistics, ICAL 2011., 6024732, IEEE International Conference on Automation and Logistics, ICAL, pp. 304-308, 2011 IEEE International Conference on Automation and Logistics, ICAL 2011, Chongqing, China, 15/08/11. https://doi.org/10.1109/ICAL.2011.6024732

Krein space approach to robust filtering for multiple uncertain systems. / Feng, Jin; Yu, Fei; Yang, Na et al.
2011 IEEE International Conference on Automation and Logistics, ICAL 2011. 2011. p. 304-308 6024732 (IEEE International Conference on Automation and Logistics, ICAL).

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

TY - GEN

T1 - Krein space approach to robust filtering for multiple uncertain systems

AU - Feng, Jin

AU - Yu, Fei

AU - Yang, Na

AU - Zhang, Pengyu

AU - Gao, Wei

AU - Zhang, Xin

PY - 2011

Y1 - 2011

N2 - In this paper, a new Krein space approach to robust filtering for linear systems with multiple uncertainties is developed. The multiple uncertainties satisfy the energy-type constraints, entering into both state and measurement equations. The proposed approach is used to tackle the sub-optimization problem arising from a sum quadratic constraint (SQC) of system uncertainties. To this end, a novel Krein space formal system is designed. Then recursive estimation is derived from the formal system. Also, the necessary and sufficient condition for the estimation to be optimal is proposed. Finally, a numerical example is given to demonstrate the effectiveness of the proposed approach.

AB - In this paper, a new Krein space approach to robust filtering for linear systems with multiple uncertainties is developed. The multiple uncertainties satisfy the energy-type constraints, entering into both state and measurement equations. The proposed approach is used to tackle the sub-optimization problem arising from a sum quadratic constraint (SQC) of system uncertainties. To this end, a novel Krein space formal system is designed. Then recursive estimation is derived from the formal system. Also, the necessary and sufficient condition for the estimation to be optimal is proposed. Finally, a numerical example is given to demonstrate the effectiveness of the proposed approach.

KW - Krein space linear estimation

KW - Linear system

KW - multiple uncertainty

KW - sum quadratic constraint

UR - https://www.scopus.com/pages/publications/80053626192

U2 - 10.1109/ICAL.2011.6024732

DO - 10.1109/ICAL.2011.6024732

M3 - 会议稿件

AN - SCOPUS:80053626192

SN - 9781457703010

T3 - IEEE International Conference on Automation and Logistics, ICAL

SP - 304

EP - 308

BT - 2011 IEEE International Conference on Automation and Logistics, ICAL 2011

T2 - 2011 IEEE International Conference on Automation and Logistics, ICAL 2011

Y2 - 15 August 2011 through 16 August 2011

ER -

Krein space approach to robust filtering for multiple uncertain systems

Abstract

Publication series

Conference

Keywords

Access to Document

Other files and links

Fingerprint

Cite this