Abstract
This paper considers a problem of robust filtering for a class of uncertain nonlinear systems with an integral constraint. The solution involves a set valued state estimate which is obtained by solving a Hamilton Jacobi Bellman equation. A robust version of the Extended Kalman Filter is presented. Two examples are discussed, including FM demodulation.
| Original language | English |
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| Pages | 865-868 |
| Number of pages | 4 |
| Publication status | Published - Aug 1996 |
| Event | Proceedings of the 1996 4th International Symposium on Signal Processing and its Applications, ISSPA'96. Part 2 (of 2) - Gold Coast, Aust Duration: 25 Aug 1996 → 30 Aug 1996 |
Conference
| Conference | Proceedings of the 1996 4th International Symposium on Signal Processing and its Applications, ISSPA'96. Part 2 (of 2) |
|---|---|
| City | Gold Coast, Aust |
| Period | 25/08/96 → 30/08/96 |
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