期刊名称：International Journal of Grid and Distributed Computing
印刷版ISSN：2005-4262
出版年度：2016
卷号：9
期号：4
页码：335-348
DOI：10.14257/ijgdc.2016.9.4.30
出版社：SERSC
摘要：In this paper, a robust finite-horizon kalman filter for discrete time-varying uncertain system with constant state-delay both in state and output matrices. The system parameters uncertainties are expected in the state, output and white noise covariance matrices. The upper bound on the estimation error covariance is given and minimized. In addition, the filter parameters state, state delay and gain matrices are optimized to give a minimal upper bound on the estimation error covariance for all admissible uncertainties. A numerical example is presented to illustrate the applicability of this method.
