A robust minimum-variance filter for time varying uncertain discrete-time systems

Subramanian, Ananth; Sayed, Ali H.

doi:10.1109/ACC.2003.1243348

conference paper

A robust minimum-variance filter for time varying uncertain discrete-time systems

Subramanian, Ananth

•

Sayed, Ali H.

2003

Proceedings of the 2003 American Control Conference

2003 American Control Conference

A robust filter is designed for uncertain discrete time models. The filter is based on a regularized solution and guarantees minimum state error variance. Simulation results confirm its superior performance over other robust filter designs.