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• W2051234657 abstract "We present a robust recursive Kalman filtering algorithm that addresses estimation problems that arise in linear time-varying systems with stochastic parametric uncertainties. The filter has a one-step predictor-corrector structure and minimizes an upper bound of the mean square estimation error at each step, with the minimization reduced to a convex optimization problem based on linear matrix inequalities. The algorithm is shown to converge when the system is mean square stable and the state space matrices are time invariant. A numerical example consisting of equalizer design for a communication channel demonstrates that our algorithm offers considerable improvement in performance when compared with conventional Kalman filtering techniques." @default.
• W2051234657 created "2016-06-24" @default.
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• W2051234657 date "2002-04-01" @default.
• W2051234657 modified "2023-10-06" @default.
• W2051234657 title "Robust Kalman filters for linear time-varying systems with stochastic parametric uncertainties" @default.
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• W2051234657 doi "https://doi.org/10.1109/78.992124" @default.
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